+988.3%
XLE vs DRI
+3,927.5%
-2,939.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -12.0% | +2.8% | -14.8% | -12.8% |
| 30D | -2.7% | +13.3% | -16.0% | -6.3% |
| 3M | +6.6% | +8.2% | -1.6% | +3.7% |
| 6M | +9.5% | +17.5% | -8.0% | +3.7% |
| YTD | +40.6% | +26.9% | +13.6% | +29.4% |
| 1Y | +43.6% | +31.6% | +12.0% | +30.6% |
| 3Y | +58.1% | +67.0% | -8.9% | +32.2% |
| 5Y | +152.2% | +72.9% | +79.3% | +105.0% |
| 10Y | +172.9% | +371.3% | -198.4% | +60.0% |
| All | +988.3% | +3,927.5% | -2,939.2% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling