+152.2%
XLE vs RF
+42.4%
+109.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.3% |
| 7D | -10.3% | -1.6% | -8.7% | -9.9% |
| 30D | -3.3% | +5.0% | -8.4% | -5.0% |
| 3M | +8.2% | -10.0% | +18.2% | +11.8% |
| 6M | +5.0% | +3.3% | +1.7% | +3.2% |
| YTD | +40.6% | +7.9% | +32.6% | +35.1% |
| 1Y | +45.0% | +21.2% | +23.8% | +33.4% |
| 3Y | +56.3% | +105.8% | -49.5% | +16.4% |
| 5Y | +152.2% | +43.7% | +108.5% | +105.9% |
| All | +152.2% | +42.4% | +109.8% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling