+218.0%
XLE vs D
+4.5%
+213.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | -3.6% | +15.3% | +12.6% |
| 3M | +9.8% | -1.0% | +10.8% | +10.0% |
| 6M | +15.6% | +6.3% | +9.3% | +13.7% |
| YTD | +45.3% | +14.7% | +30.5% | +40.4% |
| 1Y | +48.3% | +16.9% | +31.4% | +42.4% |
| 3Y | +55.4% | +56.8% | -1.4% | +37.8% |
| All | +218.0% | +4.5% | +213.5% | +217.4% |
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