+115.0%
DRAM vs XLE
+6.6%
+108.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +5.8% |
| 7D | +6.9% | +2.2% | +4.7% | +9.0% |
| 30D | +11.1% | +11.8% | -0.7% | +23.1% |
| 3M | -9.1% | +9.8% | -19.0% | +2.0% |
| All | +115.0% | +6.6% | +108.4% | +138.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling