+811.7%
XLB vs DTE
+1,118.6%
-306.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.4% |
| 7D | -0.2% | +0.9% | -1.1% | -0.7% |
| 30D | -1.7% | -1.9% | +0.1% | -0.9% |
| 3M | +4.4% | -3.3% | +7.7% | +5.9% |
| 6M | +5.0% | -7.1% | +12.1% | +8.4% |
| YTD | +15.5% | +8.1% | +7.4% | +10.4% |
| 1Y | +14.9% | +5.3% | +9.7% | +11.2% |
| 3Y | +34.5% | +48.2% | -13.6% | +8.3% |
| 5Y | +36.5% | +33.2% | +3.3% | +14.8% |
| 10Y | +159.6% | +137.5% | +22.1% | +57.3% |
| All | +811.7% | +1,118.6% | -306.9% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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