+127.5%
XLC vs D
+49.2%
+78.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +4.9% | +3.0% | +1.9% | +4.1% |
| 30D | -5.8% | +11.5% | -17.3% | -8.5% |
| 3M | -5.4% | +3.7% | -9.2% | -6.4% |
| 6M | -10.2% | +13.5% | -23.7% | -13.5% |
| YTD | -10.2% | +20.7% | -30.9% | -15.1% |
| 1Y | -5.6% | +18.2% | -23.8% | -10.3% |
| 3Y | +61.0% | +73.3% | -12.3% | +34.1% |
| 5Y | +35.2% | +12.3% | +23.0% | +29.0% |
| All | +127.5% | +49.2% | +78.4% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling