+86.8%
XLP vs DT
+71.4%
+15.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.3% |
| 7D | +3.5% | -28.3% | +31.8% | +5.9% |
| 30D | +11.6% | -28.4% | +40.0% | +14.1% |
| 3M | +7.6% | -14.1% | +21.7% | +8.5% |
| 6M | +10.0% | +13.2% | -3.1% | +8.3% |
| YTD | +19.7% | +0.8% | +18.9% | +18.7% |
| 1Y | +23.5% | -7.8% | +31.2% | +23.3% |
| 3Y | +44.0% | -8.3% | +52.3% | +42.5% |
| 5Y | +42.7% | -42.7% | +85.4% | +45.2% |
| All | +86.8% | +71.4% | +15.4% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling