+181.3%
XLE vs DE
+852.3%
-671.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +0.3% | -3.0% | +3.4% | +1.8% |
| 30D | +8.5% | +11.1% | -2.6% | +2.7% |
| 3M | +14.6% | +17.6% | -3.0% | +4.6% |
| 6M | +17.6% | +13.6% | +4.0% | +8.0% |
| YTD | +48.1% | +46.3% | +1.8% | +18.0% |
| 1Y | +53.8% | +44.2% | +9.6% | +22.8% |
| 3Y | +56.2% | +76.6% | -20.4% | +8.4% |
| 5Y | +227.7% | +98.2% | +129.5% | +102.8% |
| 10Y | +181.3% | +863.5% | -682.2% | -27.0% |
| All | +181.3% | +852.3% | -671.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling