+167.2%
XLE vs D
+42.6%
+124.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -12.0% | +3.0% | -15.0% | -12.9% |
| 30D | -2.7% | +11.5% | -14.2% | -6.3% |
| 3M | +6.6% | +3.7% | +2.8% | +5.1% |
| 6M | +9.5% | +13.5% | -4.0% | +4.5% |
| YTD | +40.6% | +20.7% | +19.8% | +31.1% |
| 1Y | +43.6% | +18.2% | +25.4% | +34.7% |
| 3Y | +58.1% | +73.3% | -15.2% | +27.2% |
| 5Y | +152.2% | +12.3% | +139.9% | +137.0% |
| All | +167.2% | +42.6% | +124.6% | +145.1% |
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