+142.5%
XLC vs DE
+439.7%
-297.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +10.0% | -10.9% | -3.7% |
| 30D | +1.0% | +13.3% | -12.3% | -2.9% |
| 3M | -0.7% | +17.5% | -18.2% | -5.9% |
| 6M | -5.1% | +13.6% | -18.7% | -9.6% |
| YTD | -4.3% | +49.8% | -54.1% | -17.0% |
| 1Y | -0.6% | +47.9% | -48.4% | -13.7% |
| 3Y | +72.7% | +72.5% | +0.2% | +39.9% |
| 5Y | +38.0% | +90.2% | -52.2% | +4.4% |
| All | +142.5% | +439.7% | -297.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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