+108.0%
XLB vs DT
+103.5%
+4.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.4% | -3.3% | +1.9% | -0.8% |
| 30D | -0.4% | +2.0% | -2.4% | -0.9% |
| 3M | +2.0% | +20.0% | -18.0% | -1.9% |
| 6M | +1.8% | +39.3% | -37.5% | -5.8% |
| YTD | +16.6% | +19.8% | -3.2% | +10.9% |
| 1Y | +16.9% | +4.3% | +12.7% | +14.2% |
| 3Y | +32.6% | +7.7% | +24.9% | +26.5% |
| 5Y | +35.6% | -26.8% | +62.5% | +34.3% |
| All | +108.0% | +103.5% | +4.4% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling