+227.7%
XLE vs DTE
+31.9%
+195.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +8.5% | -0.5% | +9.1% | +8.7% |
| 3M | +14.6% | -6.0% | +20.7% | +16.8% |
| 6M | +17.6% | -7.2% | +24.8% | +20.0% |
| YTD | +48.1% | +7.2% | +40.9% | +43.7% |
| 1Y | +53.8% | +4.1% | +49.7% | +50.5% |
| 3Y | +56.2% | +46.9% | +9.3% | +34.4% |
| 5Y | +227.7% | +32.9% | +194.8% | +195.9% |
| All | +227.7% | +31.9% | +195.8% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling