+412.9%
XLF vs DTE
+1,108.0%
-695.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -1.3% | -0.5% | -0.8% | -1.1% |
| 3M | +9.1% | -6.0% | +15.2% | +12.8% |
| 6M | +14.4% | -7.2% | +21.6% | +18.6% |
| YTD | +5.1% | +7.2% | -2.1% | -0.3% |
| 1Y | +8.6% | +4.1% | +4.6% | +4.7% |
| 3Y | +74.4% | +46.9% | +27.6% | +34.5% |
| 5Y | +64.4% | +32.9% | +31.5% | +32.3% |
| 10Y | +251.6% | +144.5% | +107.1% | +85.3% |
| All | +412.9% | +1,108.0% | -695.1% | +5.8% |
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 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