+1,122.0%
DELL vs XLE
+219.7%
+902.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.4% |
| 7D | +25.6% | 0.0% | +25.6% | +25.6% |
| 30D | +17.7% | +12.6% | +5.0% | +11.5% |
| 3M | +33.4% | +11.8% | +21.6% | +26.4% |
| 6M | +266.2% | +16.1% | +250.1% | +237.3% |
| YTD | +328.0% | +46.9% | +281.1% | +250.6% |
| 1Y | +339.6% | +53.3% | +286.3% | +251.2% |
| 3Y | +694.6% | +54.9% | +639.7% | +530.7% |
| 5Y | +1,122.0% | +225.7% | +896.3% | +599.9% |
| All | +1,122.0% | +219.7% | +902.3% | +599.9% |
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