+51.6%
XLE vs DRI
+6.8%
+44.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +11.8% | +3.8% | +7.9% | +12.2% |
| 3M | +9.8% | +13.0% | -3.2% | +10.9% |
| 6M | +15.6% | +8.3% | +7.3% | +16.9% |
| YTD | +45.3% | +20.6% | +24.6% | +45.5% |
| All | +51.6% | +6.8% | +44.8% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling