+156.9%
XLI vs DT
+103.5%
+53.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -1.1% | -3.3% | +2.2% | -0.5% |
| 30D | -5.9% | +2.0% | -8.0% | -6.4% |
| 3M | -0.3% | +20.0% | -20.3% | -3.9% |
| 6M | +0.1% | +39.3% | -39.2% | -6.9% |
| YTD | +13.6% | +19.8% | -6.2% | +8.3% |
| 1Y | +17.2% | +4.3% | +12.9% | +14.6% |
| 3Y | +68.2% | +7.7% | +60.5% | +61.4% |
| 5Y | +80.7% | -26.8% | +107.6% | +79.3% |
| All | +156.9% | +103.5% | +53.4% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling