+41.6%
XLE vs D
+16.4%
+25.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.7% | +2.4% | -9.1% | -6.8% |
| 30D | -4.4% | +10.9% | -15.3% | -5.4% |
| 3M | +4.0% | +2.8% | +1.1% | +3.8% |
| 6M | +13.2% | +12.7% | +0.5% | +11.6% |
| YTD | +41.9% | +20.3% | +21.6% | +37.9% |
| 1Y | +41.6% | +17.1% | +24.5% | +37.5% |
| All | +41.6% | +16.4% | +25.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling