+21.0%
XLP vs DE
+43.3%
-22.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.3% |
| 7D | -0.2% | +2.3% | -2.5% | -0.4% |
| 30D | +8.2% | +4.4% | +3.7% | +7.8% |
| 3M | +7.7% | +9.8% | -2.1% | +7.1% |
| 6M | +9.3% | +15.8% | -6.5% | +8.0% |
| YTD | +19.5% | +47.0% | -27.5% | +13.8% |
| 1Y | +21.0% | +42.8% | -21.8% | +15.4% |
| All | +21.0% | +43.3% | -22.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling