+43.8%
XLU vs D
+5.1%
+38.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.2% |
| 7D | +0.6% | -0.4% | +1.1% | +0.9% |
| 30D | -0.4% | -2.1% | +1.6% | +0.8% |
| 3M | -1.7% | -0.7% | -1.0% | -1.3% |
| 6M | -7.1% | +5.6% | -12.7% | -10.3% |
| YTD | +1.9% | +14.6% | -12.6% | -6.4% |
| 1Y | +6.1% | +15.3% | -9.2% | -3.2% |
| 3Y | +48.8% | +59.1% | -10.4% | +9.0% |
| 5Y | +43.8% | +3.9% | +39.9% | +46.0% |
| All | +43.8% | +5.1% | +38.7% | +46.0% |
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