+192.6%
XLE vs P
+485.4%
-292.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +2.2% | +6.5% | -4.3% | +1.2% |
| 30D | +11.8% | +18.8% | -7.1% | +8.4% |
| 3M | +9.8% | +26.7% | -16.9% | +4.8% |
| 6M | +15.6% | +62.2% | -46.6% | +5.0% |
| YTD | +45.3% | +48.5% | -3.2% | +32.9% |
| 1Y | +48.3% | +26.4% | +21.9% | +36.9% |
| 3Y | +55.4% | +159.4% | -104.0% | +17.4% |
| 5Y | +216.1% | +275.8% | -59.7% | +112.5% |
| 10Y | +178.4% | +732.0% | -553.6% | +53.3% |
| All | +192.6% | +485.4% | -292.8% | +61.7% |
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