+273.3%
XLE vs DG
+612.5%
-339.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | -12.0% | +1.1% | -13.1% | -12.2% |
| 30D | -2.7% | +9.5% | -12.3% | -4.0% |
| 3M | +6.6% | +5.5% | +1.1% | +5.5% |
| 6M | +9.5% | +16.1% | -6.6% | +6.9% |
| YTD | +40.6% | +2.7% | +37.9% | +38.9% |
| 1Y | +43.6% | +42.1% | +1.5% | +35.5% |
| 3Y | +58.1% | +19.3% | +38.8% | +48.4% |
| 5Y | +152.2% | -35.3% | +187.5% | +160.6% |
| 10Y | +172.9% | +123.9% | +49.0% | +116.8% |
| All | +273.3% | +612.5% | -339.2% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling