+42.0%
XLP vs DT
-43.6%
+85.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +0.7% | -24.7% | +25.4% | +1.9% |
| 30D | +10.3% | -27.4% | +37.6% | +11.6% |
| 3M | +6.5% | -11.1% | +17.6% | +6.9% |
| 6M | +8.4% | +13.7% | -5.3% | +7.3% |
| YTD | +18.2% | +0.2% | +18.0% | +17.7% |
| 1Y | +22.4% | -5.7% | +28.1% | +22.4% |
| 3Y | +41.9% | -8.1% | +50.0% | +41.1% |
| All | +42.0% | -43.6% | +85.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling