+58.1%
XLE vs DT
-9.2%
+67.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -12.0% | -24.7% | +12.7% | -10.0% |
| 30D | -2.7% | -27.4% | +24.6% | -0.3% |
| 3M | +6.6% | -11.1% | +17.7% | +7.3% |
| 6M | +9.5% | +13.7% | -4.2% | +7.0% |
| YTD | +40.6% | +0.2% | +40.3% | +39.4% |
| 1Y | +43.6% | -5.7% | +49.3% | +43.9% |
| 3Y | +58.1% | -8.1% | +66.2% | +55.9% |
| All | +58.1% | -9.2% | +67.3% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling