+163.9%
XLE vs DRI
+370.8%
-206.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -7.9% | +3.1% | -11.0% | -9.0% |
| 30D | -4.8% | +16.2% | -21.1% | -10.1% |
| 3M | +8.4% | +8.4% | 0.0% | +4.6% |
| 6M | +12.7% | +19.0% | -6.3% | +4.4% |
| YTD | +41.3% | +28.8% | +12.5% | +25.8% |
| 1Y | +42.3% | +33.1% | +9.2% | +24.8% |
| 3Y | +65.1% | +70.8% | -5.7% | +28.1% |
| 5Y | +150.2% | +74.2% | +76.0% | +87.6% |
| 10Y | +163.9% | +345.5% | -181.6% | +33.7% |
| All | +163.9% | +370.8% | -206.9% | +33.7% |
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