+34.1%
XLP vs DTE
+33.5%
+0.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -0.9% | -2.6% | +1.7% | +0.1% |
| 3M | +3.8% | -3.9% | +7.7% | +5.4% |
| 6M | -1.7% | -7.9% | +6.2% | +1.4% |
| YTD | +10.3% | +7.2% | +3.1% | +6.8% |
| 1Y | +7.8% | +3.1% | +4.7% | +6.0% |
| 3Y | +27.2% | +47.6% | -20.4% | +6.6% |
| All | +34.1% | +33.5% | +0.6% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling