+41.9%
XLP vs DTE
+49.5%
-7.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | +10.3% | +6.2% | +4.1% | +7.9% |
| 3M | +6.5% | -2.6% | +9.1% | +7.5% |
| 6M | +8.4% | -3.5% | +11.9% | +9.7% |
| YTD | +18.2% | +7.4% | +10.8% | +14.9% |
| 1Y | +22.4% | +4.2% | +18.2% | +20.2% |
| 3Y | +41.9% | +51.7% | -9.8% | +25.7% |
| All | +41.9% | +49.5% | -7.6% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling