+41.6%
XLE vs DT
-8.6%
+50.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | -6.7% | -7.5% | +0.8% | -6.7% |
| 30D | -4.4% | -31.5% | +27.1% | -4.9% |
| 3M | +4.0% | -14.0% | +18.0% | +4.2% |
| 6M | +13.2% | +6.9% | +6.3% | +13.6% |
| YTD | +41.9% | +0.3% | +41.6% | +40.8% |
| 1Y | +41.6% | -6.9% | +48.5% | +43.0% |
| All | +41.6% | -8.6% | +50.3% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling