+168.8%
XLB vs D
+47.5%
+121.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | +7.2% | +9.0% | -1.7% | +3.8% |
| 3M | 0.0% | +1.0% | -0.9% | -0.4% |
| 6M | +2.3% | +11.0% | -8.7% | -2.0% |
| YTD | +18.4% | +19.8% | -1.4% | +10.0% |
| 1Y | +23.3% | +16.0% | +7.4% | +15.9% |
| 3Y | +45.2% | +74.4% | -29.2% | +14.4% |
| 5Y | +31.0% | +13.5% | +17.4% | +21.5% |
| 10Y | +168.8% | +48.4% | +120.4% | +139.5% |
| All | +168.8% | +47.5% | +121.3% | +139.5% |
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