+44.0%
XLP vs DE
+98.5%
-54.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +7.3% | +3.6% | +3.7% | +6.7% |
| 3M | +8.1% | +10.2% | -2.2% | +6.4% |
| 6M | +10.5% | +16.6% | -6.1% | +7.6% |
| YTD | +21.2% | +45.8% | -24.6% | +13.2% |
| 1Y | +22.7% | +43.9% | -21.2% | +14.8% |
| 3Y | +44.8% | +89.6% | -44.8% | +28.1% |
| All | +44.0% | +98.5% | -54.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling