+22.4%
XLP vs DE
+43.0%
-20.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +10.3% | +2.3% | +8.0% | +10.0% |
| 3M | +6.5% | +9.5% | -3.0% | +5.9% |
| 6M | +8.4% | +14.1% | -5.7% | +7.3% |
| YTD | +18.2% | +45.4% | -27.2% | +13.3% |
| 1Y | +22.4% | +42.9% | -20.5% | +17.5% |
| All | +22.4% | +43.0% | -20.5% | +17.5% |
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 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