+149.9%
XLE vs O
+10.1%
+139.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -12.0% | +3.7% | -15.7% | -13.0% |
| 30D | -2.7% | +11.2% | -13.9% | -5.8% |
| 3M | +6.6% | -4.0% | +10.6% | +7.7% |
| 6M | +9.5% | -5.2% | +14.8% | +11.0% |
| YTD | +40.6% | +9.5% | +31.1% | +35.7% |
| 1Y | +43.6% | +10.6% | +33.0% | +38.2% |
| 3Y | +58.1% | +38.1% | +20.0% | +38.8% |
| All | +149.9% | +10.1% | +139.8% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling