+1,024.7%
XLE vs DE
+7,890.1%
-6,865.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +2.2% | +10.0% | -7.8% | -2.0% |
| 30D | +11.8% | +13.3% | -1.5% | +5.5% |
| 3M | +9.8% | +17.5% | -7.7% | +1.3% |
| 6M | +15.6% | +13.6% | +2.0% | +7.2% |
| YTD | +45.3% | +49.8% | -4.5% | +18.3% |
| 1Y | +48.3% | +47.9% | +0.4% | +21.0% |
| 3Y | +55.4% | +72.5% | -17.1% | +15.8% |
| 5Y | +216.1% | +90.2% | +125.9% | +119.1% |
| 10Y | +178.4% | +865.4% | -687.0% | -6.7% |
| All | +1,024.7% | +7,890.1% | -6,865.4% | +105.5% |
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