+1,019.2%
XLE vs DE
+7,888.6%
-6,869.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -0.2% | +2.3% | -2.5% | -1.2% |
| 30D | -4.0% | +9.3% | -13.3% | -7.7% |
| 3M | +4.6% | +12.2% | -7.6% | -1.1% |
| 6M | +12.3% | +18.1% | -5.8% | +2.8% |
| YTD | +44.5% | +49.8% | -5.2% | +17.3% |
| 1Y | +42.4% | +46.4% | -4.0% | +16.5% |
| 3Y | +67.0% | +92.5% | -25.5% | +18.2% |
| 5Y | +161.9% | +107.4% | +54.5% | +74.5% |
| 10Y | +173.9% | +784.1% | -610.2% | -5.2% |
| All | +1,019.2% | +7,888.6% | -6,869.4% | +103.8% |
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