+821.1%
XLB vs DTE
+1,151.8%
-330.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +0.5% | +3.4% | -2.9% | -1.1% |
| 30D | +5.2% | +8.9% | -3.7% | +0.8% |
| 3M | +0.3% | +1.1% | -0.7% | -0.3% |
| 6M | +1.2% | +0.1% | +1.1% | +0.7% |
| YTD | +16.6% | +11.1% | +5.6% | +10.0% |
| 1Y | +21.4% | +4.9% | +16.5% | +17.7% |
| 3Y | +43.2% | +58.6% | -15.3% | +11.6% |
| 5Y | +28.0% | +47.3% | -19.2% | +2.5% |
| 10Y | +164.8% | +151.3% | +13.4% | +56.2% |
| All | +821.1% | +1,151.8% | -330.8% | +164.9% |
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