+1,047.3%
XLE vs DTE
+1,151.8%
-104.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +5.4% | +3.4% | +2.0% | +3.3% |
| 30D | -3.9% | +8.9% | -12.8% | -8.9% |
| 3M | +7.0% | +1.1% | +6.0% | +6.0% |
| 6M | +14.2% | +0.1% | +14.1% | +13.2% |
| YTD | +48.2% | +11.1% | +37.1% | +37.4% |
| 1Y | +47.7% | +4.9% | +42.7% | +41.6% |
| 3Y | +70.0% | +58.6% | +11.4% | +24.2% |
| 5Y | +169.1% | +47.3% | +121.9% | +101.1% |
| 10Y | +180.7% | +151.3% | +29.4% | +47.8% |
| All | +1,047.3% | +1,151.8% | -104.5% | +152.4% |
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