+131.0%
XLC vs DT
+75.7%
+55.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.7% | +3.1% | +0.6% | +3.0% |
| 30D | -1.9% | -29.5% | +27.6% | +6.1% |
| 3M | -3.1% | -11.7% | +8.6% | -1.1% |
| 6M | -6.4% | +29.0% | -35.4% | -13.6% |
| YTD | -6.8% | +3.4% | -10.2% | -10.2% |
| 1Y | -1.7% | -4.2% | +2.5% | -3.4% |
| 3Y | +64.7% | -12.8% | +77.5% | +62.7% |
| 5Y | +41.1% | -39.6% | +80.7% | +44.9% |
| All | +131.0% | +75.7% | +55.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling