+1,106.7%
XLY vs DE
+7,685.2%
-6,578.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -2.6% | +0.9% | -0.8% |
| 30D | -4.2% | +9.0% | -13.2% | -7.5% |
| 3M | -2.7% | +19.1% | -21.8% | -9.4% |
| 6M | -0.6% | +14.4% | -15.0% | -6.6% |
| YTD | -5.0% | +45.9% | -51.0% | -19.1% |
| 1Y | -4.1% | +43.6% | -47.7% | -18.0% |
| 3Y | +33.6% | +75.9% | -42.3% | +4.2% |
| 5Y | +28.7% | +98.8% | -70.0% | -6.3% |
| 10Y | +219.6% | +861.4% | -641.8% | +23.8% |
| All | +1,106.7% | +7,685.2% | -6,578.4% | +124.0% |
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