+225.7%
XLE vs DE
+95.7%
+130.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | +12.6% | +9.6% | +3.0% | +9.0% |
| 3M | +11.8% | +19.0% | -7.1% | +4.6% |
| 6M | +16.1% | +16.1% | 0.0% | +8.8% |
| YTD | +46.9% | +47.0% | -0.2% | +24.4% |
| 1Y | +53.3% | +43.1% | +10.1% | +30.8% |
| 3Y | +54.9% | +77.5% | -22.6% | +18.6% |
| 5Y | +225.7% | +96.4% | +129.3% | +137.6% |
| All | +225.7% | +95.7% | +130.0% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling