+988.5%
XLE vs D
+837.9%
+150.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -10.3% | +6.9% | -17.2% | -13.5% |
| 30D | -3.3% | +12.3% | -15.6% | -9.2% |
| 3M | +8.2% | +3.0% | +5.1% | +6.0% |
| 6M | +5.0% | +12.8% | -7.8% | -2.2% |
| YTD | +40.6% | +22.6% | +18.0% | +24.9% |
| 1Y | +45.0% | +21.7% | +23.4% | +29.0% |
| 3Y | +56.3% | +83.9% | -27.6% | +7.8% |
| 5Y | +152.2% | +14.0% | +138.3% | +120.9% |
| 10Y | +173.0% | +45.6% | +127.4% | +92.4% |
| All | +988.5% | +837.9% | +150.6% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling