+47.7%
XLE vs U
+33.7%
+14.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.3% | +1.4% |
| 7D | +5.4% | +2.6% | +2.9% | +5.6% |
| 30D | -3.9% | +27.6% | -31.5% | -2.0% |
| 3M | +7.0% | +15.3% | -8.3% | +8.7% |
| 6M | +14.2% | +96.4% | -82.2% | +20.6% |
| YTD | +48.2% | +19.6% | +28.6% | +51.4% |
| 1Y | +47.7% | +42.1% | +5.6% | +52.7% |
| All | +47.7% | +33.7% | +14.0% | +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