+135.9%
XLU vs DE
+863.9%
-728.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -2.6% | +1.0% | -1.1% |
| 30D | -3.3% | +9.0% | -12.3% | -5.3% |
| 3M | -3.2% | +19.1% | -22.3% | -7.1% |
| 6M | -7.0% | +14.4% | -21.3% | -10.2% |
| YTD | +0.6% | +45.9% | -45.3% | -8.3% |
| 1Y | +2.4% | +43.6% | -41.2% | -6.5% |
| 3Y | +46.3% | +75.9% | -29.6% | +25.7% |
| 5Y | +44.0% | +98.8% | -54.8% | +17.5% |
| All | +135.9% | +863.9% | -728.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling