+24.3%
XLP vs DT
-5.1%
+29.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.3% |
| 7D | +5.9% | -25.5% | +31.4% | +4.6% |
| 30D | +13.5% | -22.3% | +35.8% | +12.3% |
| 3M | +8.4% | +2.3% | +6.1% | +8.8% |
| 6M | +11.5% | +20.7% | -9.2% | +13.2% |
| YTD | +20.6% | +7.9% | +12.7% | +23.1% |
| 1Y | +24.3% | -5.7% | +30.1% | +29.0% |
| All | +24.3% | -5.1% | +29.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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