+1,111.5%
XLI vs DE
+7,742.6%
-6,631.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.3% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | -5.8% | +9.6% | -15.5% | -9.8% |
| 3M | +0.7% | +19.0% | -18.3% | -7.0% |
| 6M | +3.2% | +16.1% | -12.9% | -4.0% |
| YTD | +13.0% | +47.0% | -34.0% | -5.5% |
| 1Y | +16.8% | +43.1% | -26.4% | -1.5% |
| 3Y | +72.4% | +77.5% | -5.1% | +30.2% |
| 5Y | +82.8% | +96.4% | -13.6% | +28.3% |
| 10Y | +252.4% | +852.9% | -600.4% | +24.1% |
| All | +1,111.5% | +7,742.6% | -6,631.1% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling