+12.3%
XLE vs DIA
+6.5%
+5.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +2.1% |
| 7D | -0.2% | -1.6% | +1.4% | -1.3% |
| 30D | -4.0% | +1.3% | -5.3% | -2.6% |
| 3M | +4.6% | -2.1% | +6.7% | +3.5% |
| 6M | +12.3% | +6.2% | +6.1% | +16.7% |
| All | +12.3% | +6.5% | +5.8% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling