+559.9%
XLP vs DE
+7,739.0%
-7,179.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.7% |
| 30D | +8.2% | +4.4% | +3.7% | +7.3% |
| 3M | +7.7% | +9.8% | -2.1% | +5.6% |
| 6M | +9.3% | +15.8% | -6.5% | +5.8% |
| YTD | +19.5% | +47.0% | -27.5% | +10.0% |
| 1Y | +21.0% | +42.8% | -21.8% | +11.9% |
| 3Y | +43.2% | +88.9% | -45.7% | +24.2% |
| 5Y | +42.7% | +101.9% | -59.2% | +20.2% |
| 10Y | +135.7% | +767.5% | -631.8% | +45.4% |
| All | +559.9% | +7,739.0% | -7,179.0% | +156.9% |
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 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