+47.7%
XLE vs Q
+80.0%
-32.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +2.0% |
| 7D | -0.2% | +6.6% | -6.8% | +0.1% |
| 30D | -4.0% | +2.7% | -6.7% | -3.9% |
| 3M | +4.6% | -8.4% | +13.0% | +4.2% |
| 6M | +12.3% | -17.3% | +29.6% | +11.8% |
| YTD | +44.5% | +55.3% | -10.8% | +45.8% |
| 1Y | +42.4% | +31.5% | +11.0% | +45.1% |
| All | +47.7% | +80.0% | -32.3% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling