+22.2%
XLP vs DE
+49.1%
-26.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.6% |
| 7D | +0.1% | +3.5% | -3.5% | -0.2% |
| 30D | +8.9% | +11.3% | -2.4% | +8.0% |
| 3M | +7.5% | +11.6% | -4.1% | +6.7% |
| 6M | +9.4% | +20.9% | -11.4% | +7.6% |
| YTD | +19.3% | +49.7% | -30.4% | +13.3% |
| All | +22.2% | +49.1% | -26.9% | +16.2% |
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 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