+1,024.7%
XLE vs DIA
+958.3%
+66.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +11.8% | -1.5% | +13.3% | +13.4% |
| 3M | +9.8% | +3.8% | +6.1% | +5.1% |
| 6M | +15.6% | +10.3% | +5.3% | +2.9% |
| YTD | +45.3% | +12.1% | +33.2% | +26.9% |
| 1Y | +48.3% | +18.6% | +29.7% | +21.9% |
| 3Y | +55.4% | +60.6% | -5.2% | -7.3% |
| 5Y | +216.1% | +64.4% | +151.7% | +83.0% |
| 10Y | +178.4% | +250.1% | -71.7% | -21.6% |
| All | +1,024.7% | +958.3% | +66.4% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling