+34.0%
XLB vs DT
+5.6%
+28.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | -0.2% | -4.9% | +4.6% | +0.3% |
| 30D | -1.7% | +2.7% | -4.4% | -2.1% |
| 3M | +4.4% | +20.0% | -15.6% | +1.9% |
| 6M | +5.0% | +28.0% | -23.0% | +1.4% |
| YTD | +15.5% | +16.0% | -0.6% | +13.3% |
| 1Y | +14.9% | +0.7% | +14.2% | +15.8% |
| All | +34.0% | +5.6% | +28.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling