+37.7%
XLC vs D
+5.6%
+32.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | +1.0% | -2.6% | +3.6% | +1.5% |
| 3M | -0.7% | 0.0% | -0.7% | -0.8% |
| 6M | -5.1% | +7.4% | -12.5% | -6.5% |
| YTD | -4.3% | +15.9% | -20.1% | -7.0% |
| 1Y | -0.6% | +18.1% | -18.7% | -3.8% |
| 3Y | +72.7% | +58.4% | +14.3% | +55.4% |
| All | +37.7% | +5.6% | +32.1% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling