+168.8%
XLE vs DOW
-15.2%
+184.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | +0.5% | -2.4% | +2.9% | +1.7% |
| 30D | +6.6% | -4.1% | +10.6% | +8.7% |
| 3M | +12.3% | -12.4% | +24.7% | +19.6% |
| 6M | +18.4% | -10.6% | +29.0% | +23.1% |
| YTD | +47.2% | +31.1% | +16.1% | +22.8% |
| 1Y | +50.3% | +30.5% | +19.8% | +23.2% |
| 3Y | +55.3% | -34.4% | +89.7% | +82.0% |
| 5Y | +226.0% | -35.5% | +261.5% | +279.0% |
| All | +168.8% | -15.2% | +184.1% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling