+994.0%
XLE vs DE
+7,883.2%
-6,889.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.8% |
| 7D | -7.9% | +3.5% | -11.4% | -9.3% |
| 30D | -4.8% | +11.3% | -16.2% | -9.3% |
| 3M | +8.4% | +11.6% | -3.3% | +2.6% |
| 6M | +12.7% | +20.9% | -8.2% | +2.1% |
| YTD | +41.3% | +49.7% | -8.4% | +14.7% |
| 1Y | +42.3% | +49.5% | -7.2% | +15.3% |
| 3Y | +65.1% | +94.7% | -29.6% | +16.2% |
| 5Y | +150.2% | +107.4% | +42.8% | +66.7% |
| 10Y | +163.9% | +793.2% | -629.2% | -9.0% |
| All | +994.0% | +7,883.2% | -6,889.2% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling