+58.1%
XLE vs D
+82.3%
-24.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -10.3% | +6.9% | -17.2% | -11.3% |
| 30D | -3.3% | +12.3% | -15.6% | -5.2% |
| 3M | +8.2% | +3.0% | +5.1% | +7.6% |
| 6M | +5.0% | +12.8% | -7.8% | +2.7% |
| YTD | +40.6% | +22.6% | +18.0% | +35.1% |
| 1Y | +45.0% | +21.7% | +23.4% | +39.5% |
| All | +58.1% | +82.3% | -24.1% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling