+143.7%
XLC vs DTE
+108.5%
+35.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +0.5% | -2.6% | +3.1% | +1.4% |
| 30D | +2.1% | -4.4% | +6.5% | +3.6% |
| 3M | +0.7% | -8.3% | +9.0% | +3.4% |
| 6M | -3.2% | -8.1% | +4.9% | -0.9% |
| YTD | -3.8% | +4.4% | -8.2% | -5.9% |
| 1Y | -2.0% | +0.2% | -2.2% | -2.8% |
| 3Y | +71.4% | +42.6% | +28.7% | +47.7% |
| 5Y | +40.7% | +31.5% | +9.2% | +23.8% |
| All | +143.7% | +108.5% | +35.2% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling