+44.2%
XLU vs DT
-27.6%
+71.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | -3.3% | +3.0% | -6.4% | -3.5% |
| 3M | -3.2% | +26.5% | -29.7% | -4.3% |
| 6M | -7.0% | +35.9% | -42.9% | -8.5% |
| YTD | +0.6% | +17.8% | -17.2% | -0.3% |
| 1Y | +2.4% | +4.1% | -1.6% | +2.2% |
| 3Y | +46.3% | +5.3% | +41.0% | +44.6% |
| All | +44.2% | -27.6% | +71.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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