+53.8%
XLE vs DOW
+29.4%
+24.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.3% | -6.0% | +6.3% | +2.0% |
| 30D | +8.5% | -2.7% | +11.3% | +9.2% |
| 3M | +14.6% | -10.5% | +25.1% | +17.5% |
| 6M | +17.6% | -12.4% | +30.0% | +21.7% |
| YTD | +48.1% | +30.0% | +18.1% | +42.7% |
| 1Y | +53.8% | +27.8% | +26.0% | +46.6% |
| All | +53.8% | +29.4% | +24.4% | +46.6% |
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 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