+172.7%
XLE vs DRI
+363.5%
-190.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +11.8% | +3.8% | +7.9% | +10.1% |
| 3M | +9.8% | +13.0% | -3.2% | +4.3% |
| 6M | +15.6% | +8.3% | +7.3% | +10.9% |
| YTD | +45.3% | +20.6% | +24.6% | +33.2% |
| 1Y | +48.3% | +6.5% | +41.9% | +42.0% |
| 3Y | +55.4% | +53.7% | +1.7% | +26.0% |
| 5Y | +216.1% | +72.7% | +143.4% | +137.6% |
| All | +172.7% | +363.5% | -190.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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