+58.1%
XLE vs O
+37.3%
+20.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -12.0% | +3.7% | -15.7% | -12.7% |
| 30D | -2.7% | +11.2% | -13.9% | -4.9% |
| 3M | +6.6% | -4.0% | +10.6% | +7.4% |
| 6M | +9.5% | -5.2% | +14.8% | +10.7% |
| YTD | +40.6% | +9.5% | +31.1% | +36.8% |
| 1Y | +43.6% | +10.6% | +33.0% | +39.5% |
| 3Y | +58.1% | +38.1% | +20.0% | +46.1% |
| All | +58.1% | +37.3% | +20.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling