+179.2%
XLE vs D
+48.0%
+131.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | -1.4% | +6.8% | +5.9% |
| 30D | -3.9% | +7.7% | -11.7% | -6.4% |
| 3M | +7.0% | -0.3% | +7.3% | +6.8% |
| 6M | +14.2% | +10.1% | +4.1% | +10.0% |
| YTD | +48.2% | +19.1% | +29.1% | +38.7% |
| 1Y | +47.7% | +15.9% | +31.8% | +39.4% |
| 3Y | +70.0% | +75.0% | -5.0% | +36.0% |
| 5Y | +169.1% | +13.4% | +155.8% | +151.6% |
| All | +179.2% | +48.0% | +131.2% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling