+49.9%
XLE vs U
+17.5%
+32.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.9% | -9.6% | -4.4% |
| 7D | -7.2% | +7.5% | -14.7% | -6.7% |
| 30D | +0.1% | -7.0% | +7.2% | -0.1% |
| 3M | +9.2% | +20.6% | -11.4% | +10.7% |
| 6M | +8.4% | +53.2% | -44.8% | +11.8% |
| YTD | +44.9% | -3.9% | +48.8% | +46.9% |
| 1Y | +49.9% | +18.4% | +31.5% | +52.7% |
| All | +49.9% | +17.5% | +32.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling