+1,117.7%
XLY vs D
+791.8%
+325.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | -4.9% | -0.7% | -4.2% | -4.7% |
| 3M | -1.0% | +2.1% | -3.1% | -1.9% |
| 6M | 0.0% | +6.8% | -6.8% | -2.9% |
| YTD | -4.2% | +16.5% | -20.7% | -9.9% |
| 1Y | -2.7% | +19.2% | -21.8% | -9.5% |
| 3Y | +38.4% | +61.9% | -23.4% | +12.3% |
| 5Y | +28.9% | +6.5% | +22.4% | +21.0% |
| 10Y | +214.7% | +35.3% | +179.5% | +157.7% |
| All | +1,117.7% | +791.8% | +325.9% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling