+166.9%
XLE vs DRI
+78.6%
+88.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +5.4% | +1.1% | +4.4% | +5.2% |
| 30D | -3.9% | +9.7% | -13.6% | -5.5% |
| 3M | +7.0% | +3.2% | +3.8% | +6.2% |
| 6M | +14.2% | +20.6% | -6.4% | +9.8% |
| YTD | +48.2% | +28.3% | +19.9% | +39.7% |
| 1Y | +47.7% | +34.5% | +13.1% | +37.5% |
| 3Y | +70.0% | +66.5% | +3.5% | +50.0% |
| All | +166.9% | +78.6% | +88.3% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling