+1,024.7%
XLE vs DTE
+1,108.2%
-83.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +11.8% | -2.6% | +14.3% | +13.4% |
| 3M | +9.8% | -3.9% | +13.7% | +12.0% |
| 6M | +15.6% | -7.9% | +23.5% | +20.4% |
| YTD | +45.3% | +7.2% | +38.1% | +37.9% |
| 1Y | +48.3% | +3.1% | +45.2% | +43.8% |
| 3Y | +55.4% | +47.6% | +7.9% | +18.6% |
| 5Y | +216.1% | +32.7% | +183.4% | +152.2% |
| 10Y | +178.4% | +138.8% | +39.6% | +51.3% |
| All | +1,024.7% | +1,108.2% | -83.4% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling