+48.3%
XLE vs DOW
+30.0%
+18.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.1% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | +11.8% | +0.4% | +11.4% | +11.6% |
| 3M | +9.8% | -14.4% | +24.2% | +13.7% |
| 6M | +15.6% | -7.0% | +22.6% | +18.3% |
| YTD | +45.3% | +30.2% | +15.1% | +40.3% |
| 1Y | +48.3% | +29.2% | +19.1% | +41.3% |
| All | +48.3% | +30.0% | +18.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling