+218.0%
XLE vs RF
+89.8%
+128.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +11.8% | -3.6% | +15.4% | +13.1% |
| 3M | +9.8% | +8.1% | +1.7% | +6.5% |
| 6M | +15.6% | +11.5% | +4.1% | +10.4% |
| YTD | +45.3% | +15.6% | +29.7% | +36.4% |
| 1Y | +48.3% | +15.7% | +32.6% | +38.9% |
| 3Y | +55.4% | +86.9% | -31.5% | +18.8% |
| All | +218.0% | +89.8% | +128.2% | +112.2% |
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