+631.5%
XLU vs DE
+7,685.2%
-7,053.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | -3.2% | +19.1% | -22.3% | -6.9% |
| 6M | -7.0% | +14.4% | -21.3% | -10.0% |
| YTD | +0.6% | +45.9% | -45.3% | -7.8% |
| 1Y | +2.4% | +43.6% | -41.2% | -6.0% |
| 3Y | +46.3% | +75.9% | -29.6% | +27.2% |
| 5Y | +44.0% | +98.8% | -54.8% | +19.8% |
| 10Y | +140.1% | +861.4% | -721.4% | +38.7% |
| All | +631.5% | +7,685.2% | -7,053.7% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling