+73.6%
XLF vs DT
+6.3%
+67.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +9.1% | +24.1% | -15.0% | +4.5% |
| 6M | +14.4% | +30.1% | -15.8% | +7.8% |
| YTD | +5.1% | +16.8% | -11.7% | +1.3% |
| 1Y | +8.6% | -0.1% | +8.7% | +8.4% |
| All | +73.6% | +6.3% | +67.4% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling