+988.3%
XLE vs DIA
+917.6%
+70.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -12.0% | -0.9% | -11.0% | -11.4% |
| 30D | -2.7% | +0.3% | -3.0% | -3.4% |
| 3M | +6.6% | -4.5% | +11.1% | +10.9% |
| 6M | +9.5% | +3.4% | +6.2% | +4.5% |
| YTD | +40.6% | +7.8% | +32.8% | +27.1% |
| 1Y | +43.6% | +10.7% | +32.9% | +26.0% |
| 3Y | +58.1% | +57.5% | +0.5% | -4.4% |
| 5Y | +152.2% | +53.7% | +98.5% | +55.5% |
| 10Y | +172.9% | +247.2% | -74.2% | -23.0% |
| All | +988.3% | +917.6% | +70.7% | +29.3% |
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