+128.8%
XLP vs DTE
+138.9%
-10.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.1% |
| 7D | +0.1% | +1.8% | -1.8% | -0.7% |
| 30D | +8.9% | +9.0% | -0.1% | +5.3% |
| 3M | +7.5% | -0.2% | +7.7% | +7.5% |
| 6M | +9.4% | +0.1% | +9.3% | +9.2% |
| YTD | +19.3% | +10.0% | +9.3% | +14.4% |
| 1Y | +21.7% | +4.7% | +17.1% | +19.1% |
| 3Y | +44.0% | +55.7% | -11.7% | +19.1% |
| 5Y | +42.8% | +45.1% | -2.4% | +20.8% |
| 10Y | +128.8% | +145.1% | -16.3% | +53.7% |
| All | +128.8% | +138.9% | -10.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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