+135.4%
XLP vs DE
+783.8%
-648.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.3% | +3.3% | -0.9% | +1.7% |
| 30D | +9.1% | +10.7% | -1.6% | +6.9% |
| 3M | +7.9% | +13.1% | -5.3% | +5.0% |
| 6M | +9.6% | +20.2% | -10.6% | +4.9% |
| YTD | +19.4% | +48.9% | -29.4% | +8.7% |
| 1Y | +22.4% | +46.6% | -24.2% | +11.6% |
| 3Y | +43.2% | +91.4% | -48.2% | +21.5% |
| 5Y | +42.6% | +108.1% | -65.6% | +16.2% |
| 10Y | +135.4% | +782.7% | -647.3% | +45.2% |
| All | +135.4% | +783.8% | -648.3% | +45.2% |
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