+183.2%
XLE vs P
+449.6%
-266.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.4% | +13.4% | -0.5% |
| 7D | -10.3% | -31.9% | +21.6% | -5.3% |
| 30D | -3.3% | -36.5% | +33.2% | +2.8% |
| 3M | +8.2% | +11.6% | -3.4% | +4.8% |
| 6M | +5.0% | +25.2% | -20.2% | -1.4% |
| YTD | +40.6% | +39.4% | +1.1% | +28.5% |
| 1Y | +45.0% | -3.7% | +48.7% | +39.2% |
| 3Y | +56.3% | +167.3% | -111.0% | +15.9% |
| 5Y | +152.2% | +237.3% | -85.1% | +71.3% |
| 10Y | +173.0% | +698.6% | -525.6% | +50.0% |
| All | +183.2% | +449.6% | -266.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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