+41.0%
XLE vs DRI
+32.5%
+8.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.7% |
| 7D | -7.9% | +3.1% | -11.0% | -7.4% |
| 30D | -4.8% | +16.2% | -21.1% | -3.1% |
| 3M | +8.4% | +8.4% | 0.0% | +9.5% |
| 6M | +12.7% | +19.0% | -6.3% | +15.5% |
| YTD | +41.3% | +28.8% | +12.5% | +45.1% |
| All | +41.0% | +32.5% | +8.6% | +45.9% |
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