+8.4%
XLP vs DE
+16.4%
-8.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +10.3% | +2.3% | +8.0% | +10.1% |
| 3M | +6.5% | +9.5% | -3.0% | +7.1% |
| 6M | +8.4% | +14.1% | -5.7% | +9.0% |
| All | +8.4% | +16.4% | -8.0% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling