+1,024.7%
XLE vs DRI
+3,727.8%
-2,703.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +11.8% | +3.8% | +7.9% | +10.5% |
| 3M | +9.8% | +13.0% | -3.2% | +5.6% |
| 6M | +15.6% | +8.3% | +7.3% | +12.0% |
| YTD | +45.3% | +20.6% | +24.6% | +36.1% |
| 1Y | +48.3% | +6.5% | +41.9% | +43.6% |
| 3Y | +55.4% | +53.7% | +1.7% | +33.4% |
| 5Y | +216.1% | +72.7% | +143.4% | +157.7% |
| 10Y | +178.4% | +363.2% | -184.8% | +64.8% |
| All | +1,024.7% | +3,727.8% | -2,703.1% | +350.9% |
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 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