+34.1%
XLP vs DT
-27.0%
+61.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.0% | -3.3% | +2.3% | -0.9% |
| 30D | -0.9% | +2.0% | -2.9% | -1.0% |
| 3M | +3.8% | +20.0% | -16.2% | +2.8% |
| 6M | -1.7% | +39.3% | -41.0% | -3.5% |
| YTD | +10.3% | +19.8% | -9.5% | +9.1% |
| 1Y | +7.8% | +4.3% | +3.5% | +7.6% |
| 3Y | +27.2% | +7.7% | +19.5% | +25.8% |
| All | +34.1% | -27.0% | +61.0% | +30.7% |
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