+697.3%
DELL vs XLE
+54.2%
+643.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +14.9% | +2.2% | +12.7% | +13.8% |
| 30D | +13.3% | +11.8% | +1.5% | +7.6% |
| 3M | +24.4% | +9.8% | +14.6% | +19.1% |
| 6M | +258.0% | +15.6% | +242.4% | +228.0% |
| YTD | +320.2% | +45.3% | +274.9% | +235.9% |
| 1Y | +319.1% | +48.3% | +270.7% | +229.2% |
| All | +697.3% | +54.2% | +643.0% | +512.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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