+134.7%
XLC vs DT
+98.4%
+36.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -0.9% | +0.1% | -1.0% | -1.1% |
| 3M | -0.3% | +24.1% | -24.4% | -6.0% |
| 6M | -5.2% | +30.1% | -35.3% | -12.6% |
| YTD | -5.3% | +16.8% | -22.1% | -10.7% |
| 1Y | -2.8% | -0.1% | -2.7% | -4.8% |
| 3Y | +71.2% | +6.8% | +64.4% | +61.9% |
| 5Y | +37.6% | -28.4% | +65.9% | +36.2% |
| All | +134.7% | +98.4% | +36.3% | +70.8% |
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