+163.9%
XLE vs DIA
+248.4%
-84.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -1.7% |
| 7D | -7.9% | +0.8% | -8.7% | -8.9% |
| 30D | -4.8% | +1.4% | -6.2% | -6.7% |
| 3M | +8.4% | -2.7% | +11.1% | +10.7% |
| 6M | +12.7% | +6.2% | +6.5% | +4.0% |
| YTD | +41.3% | +10.1% | +31.2% | +24.0% |
| 1Y | +42.3% | +13.0% | +29.3% | +21.1% |
| 3Y | +65.1% | +61.9% | +3.2% | -8.0% |
| 5Y | +150.2% | +57.1% | +93.1% | +43.3% |
| 10Y | +163.9% | +240.9% | -77.0% | -31.0% |
| All | +163.9% | +248.4% | -84.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 10y: compounded portfolio wealth divided by compounded DIA 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…
10y analysis · Full analysis span regression · 6 months rolling