+170.7%
XLE vs DIA
+246.5%
-75.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +12.6% | -2.1% | +14.7% | +15.0% |
| 3M | +11.8% | +4.2% | +7.7% | +6.3% |
| 6M | +16.1% | +11.9% | +4.2% | +1.0% |
| YTD | +46.9% | +10.8% | +36.0% | +28.8% |
| 1Y | +53.3% | +17.5% | +35.7% | +25.4% |
| 3Y | +54.9% | +59.9% | -5.0% | -12.0% |
| 5Y | +225.7% | +64.1% | +161.6% | +77.8% |
| 10Y | +170.7% | +246.2% | -75.5% | -35.6% |
| All | +170.7% | +246.5% | -75.8% | -35.6% |
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