+43.6%
XLE vs Q
+66.4%
-22.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | +0.3% |
| 7D | -12.0% | +0.3% | -12.3% | -12.0% |
| 30D | -2.7% | -9.8% | +7.1% | -3.2% |
| 3M | +6.6% | -12.2% | +18.8% | +6.0% |
| 6M | +9.5% | -21.6% | +31.1% | +8.7% |
| YTD | +40.6% | +43.6% | -3.0% | +41.3% |
| 1Y | +43.6% | +25.7% | +17.9% | +45.7% |
| All | +43.6% | +66.4% | -22.8% | +45.7% |
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 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