-4.1%
XLY vs DE
+45.1%
-49.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.7% | -2.6% | +0.9% | -1.5% |
| 30D | -4.2% | +9.0% | -13.2% | -4.6% |
| 3M | -2.7% | +19.1% | -21.8% | -3.9% |
| 6M | -0.6% | +14.4% | -15.0% | -1.8% |
| YTD | -5.0% | +45.9% | -51.0% | -8.5% |
| 1Y | -4.1% | +43.6% | -47.7% | -8.3% |
| All | -4.1% | +45.1% | -49.2% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling