+169.1%
XLB vs D
+42.6%
+126.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -1.5% | +3.0% | -4.5% | -2.5% |
| 30D | +6.1% | +11.5% | -5.4% | +1.9% |
| 3M | 0.0% | +3.7% | -3.7% | -1.4% |
| 6M | 0.0% | +13.5% | -13.6% | -5.0% |
| YTD | +16.0% | +20.7% | -4.7% | +7.6% |
| 1Y | +24.7% | +18.2% | +6.5% | +16.4% |
| 3Y | +40.4% | +73.3% | -32.9% | +11.1% |
| 5Y | +30.7% | +12.3% | +18.4% | +21.9% |
| All | +169.1% | +42.6% | +126.6% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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