+142.5%
XLC vs D
+43.2%
+99.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -0.8% | +0.4% | -1.3% | -1.0% |
| 30D | +1.0% | -3.6% | +4.6% | +2.0% |
| 3M | -0.7% | -1.0% | +0.3% | -0.5% |
| 6M | -5.1% | +6.3% | -11.4% | -7.0% |
| YTD | -4.3% | +14.7% | -19.0% | -8.2% |
| 1Y | -0.6% | +16.9% | -17.5% | -5.3% |
| 3Y | +72.7% | +56.8% | +15.9% | +47.9% |
| 5Y | +38.0% | +5.2% | +32.8% | +34.0% |
| All | +142.5% | +43.2% | +99.3% | +133.5% |
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 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