+101.9%
XLY vs DT
+100.3%
+1.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -4.2% | +3.0% | -7.2% | -5.1% |
| 3M | -2.7% | +26.5% | -29.2% | -9.3% |
| 6M | -0.6% | +35.9% | -36.6% | -10.5% |
| YTD | -5.0% | +17.8% | -22.9% | -11.2% |
| 1Y | -4.1% | +4.1% | -8.2% | -7.3% |
| 3Y | +33.6% | +5.3% | +28.3% | +26.3% |
| 5Y | +28.7% | -27.2% | +55.9% | +26.9% |
| All | +101.9% | +100.3% | +1.6% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling