+167.2%
XLE vs RF
+279.4%
-112.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -12.0% | -0.9% | -11.1% | -11.7% |
| 30D | -2.7% | +6.0% | -8.8% | -5.7% |
| 3M | +6.6% | -8.9% | +15.5% | +11.3% |
| 6M | +9.5% | +2.3% | +7.2% | +7.1% |
| YTD | +40.6% | +7.6% | +33.0% | +32.7% |
| 1Y | +43.6% | +21.2% | +22.4% | +27.1% |
| 3Y | +58.1% | +108.5% | -50.4% | +0.9% |
| 5Y | +152.2% | +43.2% | +109.0% | +87.5% |
| All | +167.2% | +279.4% | -112.2% | +20.1% |
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