+561.3%
XLP vs D
+837.9%
-276.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +3.5% | +6.9% | -3.5% | +1.1% |
| 30D | +11.6% | +12.3% | -0.8% | +7.2% |
| 3M | +7.6% | +3.0% | +4.6% | +6.5% |
| 6M | +10.0% | +12.8% | -2.8% | +5.2% |
| YTD | +19.7% | +22.6% | -2.8% | +11.1% |
| 1Y | +23.5% | +21.7% | +1.8% | +14.8% |
| 3Y | +44.0% | +83.9% | -40.0% | +14.3% |
| 5Y | +42.7% | +14.0% | +28.7% | +32.7% |
| 10Y | +131.3% | +45.6% | +85.8% | +93.7% |
| All | +561.3% | +837.9% | -276.6% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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