+61.6%
DRAM vs XLE
+6.1%
+55.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +11.1% |
| 7D | -0.6% | -0.2% | -0.3% | -1.2% |
| 30D | -18.0% | -4.0% | -14.0% | -20.0% |
| 3M | -11.9% | +4.6% | -16.5% | -6.8% |
| 6M | -18.6% | +12.3% | -30.9% | -6.5% |
| All | +61.6% | +6.1% | +55.5% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling