+218.0%
XLE vs DG
-35.0%
+253.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +2.2% | +8.4% | -6.2% | +2.0% |
| 30D | +11.8% | +4.9% | +6.8% | +11.6% |
| 3M | +9.8% | +29.3% | -19.5% | +9.0% |
| 6M | +15.6% | -11.3% | +26.8% | +16.2% |
| YTD | +45.3% | +1.8% | +43.5% | +45.2% |
| 1Y | +48.3% | +25.3% | +23.0% | +46.9% |
| 3Y | +55.4% | +9.1% | +46.4% | +53.9% |
| All | +218.0% | -35.0% | +253.0% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling