+53.3%
XLE vs DG
+18.0%
+35.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.0% |
| 7D | 0.0% | -2.5% | +2.5% | -0.1% |
| 30D | +12.6% | +1.0% | +11.6% | +12.7% |
| 3M | +11.8% | +20.3% | -8.5% | +12.4% |
| 6M | +16.1% | -11.7% | +27.8% | +17.5% |
| YTD | +46.9% | -2.3% | +49.2% | +47.8% |
| 1Y | +53.3% | +20.0% | +33.3% | +52.3% |
| All | +53.3% | +18.0% | +35.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling