+34.0%
XLB vs DE
+97.2%
-63.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.8% | -2.6% | -0.3% | -2.0% |
| 30D | -3.1% | +9.0% | -12.1% | -6.2% |
| 3M | -0.2% | +19.1% | -19.3% | -6.6% |
| 6M | +3.1% | +14.4% | -11.3% | -2.5% |
| YTD | +13.3% | +45.9% | -32.7% | -2.8% |
| 1Y | +12.0% | +43.6% | -31.6% | -3.5% |
| 3Y | +31.4% | +75.9% | -44.5% | +3.2% |
| All | +34.0% | +97.2% | -63.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling