+508.9%
XLP vs DTE
+1,108.2%
-599.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +3.8% | -3.9% | +7.7% | +5.3% |
| 6M | -1.7% | -7.9% | +6.2% | +1.1% |
| YTD | +10.3% | +7.2% | +3.1% | +7.2% |
| 1Y | +7.8% | +3.1% | +4.7% | +6.2% |
| 3Y | +27.2% | +47.6% | -20.4% | +9.2% |
| 5Y | +32.5% | +32.7% | -0.2% | +17.6% |
| 10Y | +101.8% | +138.8% | -37.0% | +41.1% |
| All | +508.9% | +1,108.2% | -599.2% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling