+988.3%
XLE vs O
+2,359.9%
-1,371.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -12.0% | +3.7% | -15.7% | -13.4% |
| 30D | -2.7% | +11.2% | -13.9% | -7.0% |
| 3M | +6.6% | -4.0% | +10.6% | +8.1% |
| 6M | +9.5% | -5.2% | +14.8% | +11.4% |
| YTD | +40.6% | +9.5% | +31.1% | +34.5% |
| 1Y | +43.6% | +10.6% | +33.0% | +36.9% |
| 3Y | +58.1% | +38.1% | +20.0% | +35.8% |
| 5Y | +152.2% | +10.2% | +142.0% | +135.2% |
| 10Y | +172.9% | +71.4% | +101.5% | +107.6% |
| All | +988.3% | +2,359.9% | -1,371.6% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling