+580.7%
DELL vs XLE
+150.9%
+429.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.2% |
| 7D | -11.8% | -7.9% | -3.9% | -8.4% |
| 30D | -40.8% | -4.8% | -36.0% | -39.5% |
| 3M | -23.6% | +8.4% | -31.9% | -26.3% |
| 6M | +33.4% | +12.7% | +20.7% | +25.3% |
| YTD | +178.0% | +41.3% | +136.7% | +131.5% |
| 1Y | +138.6% | +42.3% | +96.3% | +97.7% |
| 3Y | +400.9% | +65.1% | +335.8% | +288.4% |
| 5Y | +580.7% | +150.2% | +430.5% | +344.2% |
| All | +580.7% | +150.9% | +429.8% | +344.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling