+1,024.7%
XLE vs D
+786.7%
+238.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | +2.2% | +1.5% | +0.7% | +1.4% |
| 30D | +11.8% | -2.6% | +14.4% | +13.2% |
| 3M | +9.8% | 0.0% | +9.8% | +9.6% |
| 6M | +15.6% | +7.4% | +8.2% | +10.5% |
| YTD | +45.3% | +15.9% | +29.4% | +33.3% |
| 1Y | +48.3% | +18.1% | +30.2% | +34.2% |
| 3Y | +55.4% | +58.4% | -2.9% | +16.0% |
| 5Y | +216.1% | +5.2% | +210.9% | +189.0% |
| 10Y | +178.4% | +35.9% | +142.5% | +104.3% |
| All | +1,024.7% | +786.7% | +238.0% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling