+180.0%
XLE vs DT
+70.5%
+109.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -6.7% | -7.5% | +0.8% | -5.5% |
| 30D | -4.4% | -31.5% | +27.1% | +1.6% |
| 3M | +4.0% | -14.0% | +18.0% | +6.1% |
| 6M | +13.2% | +6.9% | +6.3% | +10.2% |
| YTD | +41.9% | +0.3% | +41.6% | +38.8% |
| 1Y | +41.6% | -6.9% | +48.5% | +40.6% |
| 3Y | +64.0% | -13.9% | +77.9% | +62.4% |
| 5Y | +158.1% | -39.9% | +198.0% | +165.9% |
| All | +180.0% | +70.5% | +109.4% | +97.2% |
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