+37.8%
XLC vs DT
-28.6%
+66.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +0.6% | -4.9% | +5.4% | +1.8% |
| 30D | +0.2% | +2.7% | -2.5% | -0.6% |
| 3M | +0.6% | +20.0% | -19.3% | -4.5% |
| 6M | -4.5% | +28.0% | -32.5% | -11.8% |
| YTD | -4.7% | +16.0% | -20.8% | -10.0% |
| 1Y | -1.7% | +0.7% | -2.4% | -3.5% |
| 3Y | +72.3% | +6.2% | +66.1% | +62.8% |
| 5Y | +37.8% | -28.1% | +65.9% | +27.7% |
| All | +37.8% | -28.6% | +66.4% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling