+1,024.7%
XLE vs O
+2,427.4%
-1,402.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | +11.8% | -1.9% | +13.7% | +12.6% |
| 3M | +9.8% | +3.8% | +6.0% | +8.0% |
| 6M | +15.6% | -4.7% | +20.3% | +17.4% |
| YTD | +45.3% | +12.5% | +32.8% | +37.8% |
| 1Y | +48.3% | +10.8% | +37.5% | +41.5% |
| 3Y | +55.4% | +28.8% | +26.7% | +37.4% |
| 5Y | +216.1% | +13.2% | +202.9% | +191.8% |
| 10Y | +178.4% | +53.5% | +124.9% | +120.6% |
| All | +1,024.7% | +2,427.4% | -1,402.6% | +252.1% |
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 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