+100.1%
XLY vs DT
+101.6%
-1.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.9% |
| 7D | -3.9% | -2.5% | -1.3% | -3.2% |
| 30D | -6.1% | +3.5% | -9.6% | -7.2% |
| 3M | -1.2% | +26.7% | -27.9% | -8.0% |
| 6M | -1.8% | +36.1% | -37.9% | -11.5% |
| YTD | -5.9% | +18.6% | -24.5% | -12.2% |
| 1Y | -3.1% | +7.9% | -11.0% | -7.3% |
| 3Y | +36.0% | +8.6% | +27.4% | +27.4% |
| 5Y | +27.6% | -26.7% | +54.2% | +25.6% |
| All | +100.1% | +101.6% | -1.6% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling