+552.8%
XLP vs DE
+7,656.5%
-7,103.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +10.3% | +2.3% | +8.0% | +9.7% |
| 3M | +6.5% | +9.5% | -3.0% | +4.5% |
| 6M | +8.4% | +14.1% | -5.7% | +5.1% |
| YTD | +18.2% | +45.4% | -27.2% | +9.0% |
| 1Y | +22.4% | +42.9% | -20.5% | +13.2% |
| 3Y | +41.9% | +84.8% | -42.9% | +23.5% |
| 5Y | +40.9% | +101.8% | -61.0% | +18.6% |
| 10Y | +128.4% | +788.0% | -659.6% | +40.2% |
| All | +552.8% | +7,656.5% | -7,103.7% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling