+89.0%
XLP vs DT
+75.7%
+13.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.5% | +3.1% | -0.6% | +2.3% |
| 30D | +7.3% | -29.5% | +36.8% | +9.9% |
| 3M | +8.1% | -11.7% | +19.8% | +8.8% |
| 6M | +10.5% | +29.0% | -18.5% | +7.7% |
| YTD | +21.2% | +3.4% | +17.8% | +19.9% |
| 1Y | +22.7% | -4.2% | +26.9% | +22.2% |
| 3Y | +44.8% | -12.8% | +57.6% | +44.1% |
| 5Y | +44.7% | -39.6% | +84.3% | +46.6% |
| All | +89.0% | +75.7% | +13.3% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling