+820.5%
XLB vs DE
+7,890.1%
-7,069.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | +10.0% | -11.4% | -5.8% |
| 30D | -0.4% | +13.3% | -13.7% | -6.4% |
| 3M | +2.0% | +17.5% | -15.5% | -6.1% |
| 6M | +1.8% | +13.6% | -11.7% | -5.3% |
| YTD | +16.6% | +49.8% | -33.2% | -5.5% |
| 1Y | +16.9% | +47.9% | -30.9% | -5.0% |
| 3Y | +32.6% | +72.5% | -40.0% | -2.2% |
| 5Y | +35.6% | +90.2% | -54.6% | -7.9% |
| 10Y | +160.0% | +865.4% | -705.3% | -23.4% |
| All | +820.5% | +7,890.1% | -7,069.6% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling