+32.5%
XLB vs DE
+75.0%
-42.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -2.9% | -3.0% | +0.1% | -2.0% |
| 30D | -3.4% | +11.1% | -14.5% | -6.8% |
| 3M | +1.6% | +17.6% | -16.0% | -4.2% |
| 6M | +3.6% | +13.6% | -9.9% | -1.4% |
| YTD | +14.2% | +46.3% | -32.0% | -1.5% |
| 1Y | +15.6% | +44.2% | -28.6% | -0.2% |
| All | +32.5% | +75.0% | -42.4% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling