+49.9%
XLE vs Q
+19.7%
+30.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -7.2% | -3.3% | -3.9% | -7.4% |
| 30D | +0.1% | -9.7% | +9.8% | -0.4% |
| 3M | +9.2% | -16.1% | +25.3% | +8.4% |
| 6M | +8.4% | -15.7% | +24.1% | +7.9% |
| YTD | +44.9% | +45.7% | -0.9% | +45.4% |
| 1Y | +49.9% | +18.0% | +31.8% | +51.7% |
| All | +49.9% | +19.7% | +30.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling