+54.6%
XLE vs RF
+86.8%
-32.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +11.8% | -3.6% | +15.4% | +12.9% |
| 3M | +9.8% | +8.1% | +1.7% | +7.0% |
| 6M | +15.6% | +11.5% | +4.1% | +11.2% |
| YTD | +45.3% | +15.6% | +29.7% | +37.6% |
| 1Y | +48.3% | +15.7% | +32.6% | +40.2% |
| All | +54.6% | +86.8% | -32.2% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling