+177.8%
XLE vs DTE
+137.8%
+40.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.1% |
| 7D | +1.7% | -2.6% | +4.3% | +3.2% |
| 30D | +6.7% | -4.4% | +11.1% | +9.4% |
| 3M | +14.9% | -8.3% | +23.2% | +20.4% |
| 6M | +15.9% | -8.1% | +24.0% | +20.7% |
| YTD | +47.7% | +4.4% | +43.3% | +42.4% |
| 1Y | +50.7% | +0.2% | +50.6% | +48.6% |
| 3Y | +57.9% | +42.6% | +15.3% | +22.6% |
| 5Y | +227.0% | +31.5% | +195.5% | +161.4% |
| All | +177.8% | +137.8% | +40.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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