+40.7%
XLC vs D
+13.1%
+27.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.7% | -1.4% | +5.1% | +3.9% |
| 30D | -1.9% | +7.7% | -9.7% | -3.1% |
| 3M | -3.1% | -0.3% | -2.8% | -3.1% |
| 6M | -6.4% | +10.1% | -16.4% | -8.1% |
| YTD | -6.8% | +19.1% | -25.9% | -9.9% |
| 1Y | -1.7% | +15.9% | -17.6% | -4.5% |
| 3Y | +64.7% | +75.0% | -10.3% | +44.2% |
| All | +40.7% | +13.1% | +27.6% | +40.5% |
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