+108.6%
XLP vs DE
+857.2%
-748.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -1.3% | +9.6% | -10.9% | -3.2% |
| 3M | +1.8% | +19.0% | -17.1% | -2.1% |
| 6M | -0.8% | +16.1% | -16.9% | -4.4% |
| YTD | +9.5% | +47.0% | -37.5% | 0.0% |
| 1Y | +7.2% | +43.1% | -36.0% | -1.7% |
| 3Y | +27.1% | +77.5% | -50.4% | +9.7% |
| 5Y | +32.0% | +96.4% | -64.3% | +9.0% |
| All | +108.6% | +857.2% | -748.7% | +18.5% |
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 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