+179.2%
XLE vs RF
+223.4%
-44.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | +5.4% | +1.9% | +3.5% | +4.4% |
| 30D | -3.9% | +7.3% | -11.3% | -7.5% |
| 3M | +7.0% | -7.9% | +14.9% | +11.2% |
| 6M | +14.2% | +10.5% | +3.7% | +7.4% |
| YTD | +48.2% | +9.6% | +38.5% | +38.4% |
| 1Y | +47.7% | +20.3% | +27.4% | +31.2% |
| 3Y | +70.0% | +119.5% | -49.5% | +5.2% |
| 5Y | +169.1% | +48.2% | +120.9% | +95.7% |
| All | +179.2% | +223.4% | -44.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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