+133.1%
XLC vs D
+48.4%
+84.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +7.1% | +0.8% | +6.3% | +6.9% |
| 30D | -2.7% | +10.7% | -13.4% | -5.3% |
| 3M | -3.2% | +2.3% | -5.5% | -3.9% |
| 6M | -7.7% | +12.5% | -20.1% | -10.8% |
| YTD | -8.0% | +20.1% | -28.1% | -12.9% |
| 1Y | -3.1% | +15.6% | -18.6% | -7.3% |
| 3Y | +64.9% | +75.2% | -10.3% | +36.8% |
| 5Y | +39.5% | +14.6% | +24.9% | +32.0% |
| All | +133.1% | +48.4% | +84.7% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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