+253.9%
XLI vs DE
+863.9%
-610.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.7% | -2.6% | +0.9% | -0.5% |
| 30D | -7.3% | +9.0% | -16.3% | -11.3% |
| 3M | -1.3% | +19.1% | -20.5% | -9.7% |
| 6M | +2.2% | +14.4% | -12.1% | -5.0% |
| YTD | +11.7% | +45.9% | -34.2% | -8.4% |
| 1Y | +14.3% | +43.6% | -29.3% | -5.9% |
| 3Y | +70.3% | +75.9% | -5.5% | +24.0% |
| 5Y | +82.3% | +98.8% | -16.4% | +19.3% |
| All | +253.9% | +863.9% | -610.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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