+136.0%
XLC vs DTE
+121.7%
+14.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +3.7% | +3.4% | +0.3% | +2.6% |
| 30D | -1.9% | +8.9% | -10.8% | -4.7% |
| 3M | -3.1% | +1.1% | -4.2% | -3.6% |
| 6M | -6.4% | +0.1% | -6.4% | -6.7% |
| YTD | -6.8% | +11.1% | -17.9% | -10.7% |
| 1Y | -1.7% | +4.9% | -6.6% | -4.0% |
| 3Y | +64.7% | +58.6% | +6.1% | +36.9% |
| 5Y | +41.1% | +47.3% | -6.2% | +19.1% |
| All | +136.0% | +121.7% | +14.3% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling