+150.2%
XLE vs D
+14.9%
+135.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -7.9% | +0.8% | -8.7% | -8.1% |
| 30D | -4.8% | +10.7% | -15.5% | -7.1% |
| 3M | +8.4% | +2.3% | +6.1% | +7.7% |
| 6M | +12.7% | +12.5% | +0.2% | +9.3% |
| YTD | +41.3% | +20.1% | +21.2% | +34.7% |
| 1Y | +42.3% | +15.6% | +26.7% | +36.8% |
| 3Y | +65.1% | +75.2% | -10.1% | +40.7% |
| 5Y | +150.2% | +14.6% | +135.6% | +145.3% |
| All | +150.2% | +14.9% | +135.3% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling