+86.3%
XLP vs DT
+70.5%
+15.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | +2.3% | -7.5% | +9.9% | +2.9% |
| 30D | +9.1% | -31.5% | +40.6% | +12.0% |
| 3M | +7.9% | -14.0% | +21.9% | +8.8% |
| 6M | +9.6% | +6.9% | +2.7% | +8.4% |
| YTD | +19.4% | +0.3% | +19.1% | +18.4% |
| 1Y | +22.4% | -6.9% | +29.3% | +22.1% |
| 3Y | +43.2% | -13.9% | +57.1% | +42.6% |
| 5Y | +42.6% | -39.9% | +82.5% | +44.3% |
| All | +86.3% | +70.5% | +15.8% | +56.3% |
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