+41.0%
XLE vs DOW
+43.1%
-2.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -7.9% | -9.4% | +1.5% | -4.9% |
| 30D | -4.8% | +8.9% | -13.8% | -7.2% |
| 3M | +8.4% | +6.7% | +1.6% | +6.1% |
| 6M | +12.7% | -14.2% | +26.9% | +17.0% |
| YTD | +41.3% | +36.9% | +4.4% | +31.0% |
| All | +41.0% | +43.1% | -2.1% | +29.2% |
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