+189.8%
XLE vs DT
+97.2%
+92.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.6% |
| 7D | 0.0% | -4.9% | +4.9% | +0.8% |
| 30D | +12.6% | +2.7% | +9.9% | +12.0% |
| 3M | +11.8% | +20.0% | -8.1% | +7.7% |
| 6M | +16.1% | +28.0% | -12.0% | +9.7% |
| YTD | +46.9% | +16.0% | +30.8% | +40.8% |
| 1Y | +53.3% | +0.7% | +52.5% | +50.7% |
| 3Y | +54.9% | +6.2% | +48.7% | +48.2% |
| 5Y | +225.7% | -28.1% | +253.8% | +224.8% |
| All | +189.8% | +97.2% | +92.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling