-4.1%
XLY vs DT
+6.2%
-10.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.6% |
| 30D | -4.2% | +3.0% | -7.2% | -4.4% |
| 3M | -2.7% | +26.5% | -29.2% | -4.5% |
| 6M | -0.6% | +35.9% | -36.6% | -3.4% |
| YTD | -5.0% | +17.8% | -22.9% | -5.3% |
| 1Y | -4.1% | +4.1% | -8.2% | -2.0% |
| All | -4.1% | +6.2% | -10.3% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling