+103.8%
XLB vs DT
+98.4%
+5.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -3.4% | +0.1% | -3.4% | -3.5% |
| 3M | +1.6% | +24.1% | -22.5% | -2.9% |
| 6M | +3.6% | +30.1% | -26.5% | -2.7% |
| YTD | +14.2% | +16.8% | -2.5% | +9.2% |
| 1Y | +15.6% | -0.1% | +15.7% | +13.8% |
| 3Y | +33.1% | +6.8% | +26.3% | +27.2% |
| 5Y | +35.0% | -28.4% | +63.4% | +34.2% |
| All | +103.8% | +98.4% | +5.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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