+54.9%
XLE vs DE
+72.4%
-17.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +12.6% | +9.6% | +3.0% | +10.1% |
| 3M | +11.8% | +19.0% | -7.1% | +6.6% |
| 6M | +16.1% | +16.1% | 0.0% | +10.9% |
| YTD | +46.9% | +47.0% | -0.2% | +28.8% |
| 1Y | +53.3% | +43.1% | +10.1% | +35.2% |
| 3Y | +54.9% | +77.5% | -22.6% | +25.0% |
| All | +54.9% | +72.4% | -17.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling