+52.8%
XLU vs D
+12.4%
+40.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +1.2% | -3.1% | +4.2% | +3.0% |
| 30D | +4.6% | +8.4% | -3.7% | -0.3% |
| 3M | +0.7% | +0.2% | +0.4% | +0.4% |
| 6M | -1.7% | +9.5% | -11.2% | -7.2% |
| YTD | +4.8% | +18.8% | -14.0% | -6.0% |
| 1Y | +0.2% | +14.7% | -14.5% | -8.3% |
| 3Y | +58.9% | +72.9% | -14.1% | +10.2% |
| 5Y | +52.8% | +13.1% | +39.7% | +47.0% |
| All | +52.8% | +12.4% | +40.4% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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