+218.0%
XLE vs DOW
-37.6%
+255.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | +0.3% |
| 7D | +2.2% | -2.4% | +4.6% | +3.1% |
| 30D | +11.8% | +0.4% | +11.4% | +11.5% |
| 3M | +9.8% | -14.4% | +24.2% | +16.2% |
| 6M | +15.6% | -7.0% | +22.6% | +17.3% |
| YTD | +45.3% | +30.2% | +15.1% | +27.6% |
| 1Y | +48.3% | +29.2% | +19.1% | +29.1% |
| 3Y | +55.4% | -36.7% | +92.1% | +89.0% |
| All | +218.0% | -37.6% | +255.5% | +289.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling