+12.0%
XLB vs DE
+45.1%
-33.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.8% | -2.6% | -0.3% | -2.3% |
| 30D | -3.1% | +9.0% | -12.1% | -5.1% |
| 3M | -0.2% | +19.1% | -19.3% | -4.6% |
| 6M | +3.1% | +14.4% | -11.3% | -0.8% |
| YTD | +13.3% | +45.9% | -32.7% | +2.7% |
| 1Y | +12.0% | +43.6% | -31.6% | +1.4% |
| All | +12.0% | +45.1% | -33.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling