+141.4%
XLC vs DTE
+115.8%
+25.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +0.2% | -1.9% | +2.1% | +0.8% |
| 3M | +0.6% | -3.3% | +4.0% | +1.6% |
| 6M | -4.5% | -7.1% | +2.6% | -2.5% |
| YTD | -4.7% | +8.1% | -12.8% | -7.8% |
| 1Y | -1.7% | +5.3% | -6.9% | -4.0% |
| 3Y | +72.3% | +48.2% | +24.1% | +46.6% |
| 5Y | +37.8% | +33.2% | +4.5% | +20.9% |
| All | +141.4% | +115.8% | +25.5% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DTE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling