+49.9%
XLE vs Q
+74.5%
-24.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.4% |
| 7D | +4.4% | +11.5% | -7.1% | +4.9% |
| 30D | -4.3% | -0.2% | -4.1% | -4.2% |
| 3M | +6.0% | -13.6% | +19.6% | +5.3% |
| 6M | +13.2% | -27.0% | +40.3% | +12.3% |
| YTD | +46.7% | +50.5% | -3.8% | +47.9% |
| 1Y | +46.6% | +33.8% | +12.9% | +49.1% |
| All | +49.9% | +74.5% | -24.6% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling