+137.3%
XLC vs DT
+103.5%
+33.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -0.8% | -3.3% | +2.4% | -0.1% |
| 30D | +1.0% | +2.0% | -1.0% | +0.4% |
| 3M | -0.7% | +20.0% | -20.7% | -5.6% |
| 6M | -5.1% | +39.3% | -44.4% | -14.1% |
| YTD | -4.3% | +19.8% | -24.0% | -10.2% |
| 1Y | -0.6% | +4.3% | -4.8% | -3.6% |
| 3Y | +72.7% | +7.7% | +65.0% | +63.0% |
| 5Y | +38.0% | -26.8% | +64.8% | +36.0% |
| All | +137.3% | +103.5% | +33.7% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling