+58.1%
XLE vs RF
+105.6%
-47.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.4% |
| 7D | -10.3% | -1.6% | -8.7% | -9.9% |
| 30D | -3.3% | +5.0% | -8.4% | -4.7% |
| 3M | +8.2% | -10.0% | +18.2% | +11.3% |
| 6M | +5.0% | +3.3% | +1.7% | +3.3% |
| YTD | +40.6% | +7.9% | +32.6% | +35.3% |
| 1Y | +45.0% | +21.2% | +23.8% | +33.4% |
| All | +58.1% | +105.6% | -47.4% | +22.3% |
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