+104.7%
XLV vs DT
+101.6%
+3.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -4.4% | -2.5% | -1.8% | -4.1% |
| 30D | -1.4% | +3.5% | -4.9% | -1.9% |
| 3M | +8.9% | +26.7% | -17.9% | +5.2% |
| 6M | +9.1% | +36.1% | -27.0% | +3.8% |
| YTD | +7.9% | +18.6% | -10.7% | +4.4% |
| 1Y | +22.7% | +7.9% | +14.8% | +20.2% |
| 3Y | +31.9% | +8.6% | +23.3% | +27.3% |
| 5Y | +34.9% | -26.7% | +61.5% | +33.9% |
| All | +104.7% | +101.6% | +3.1% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling