+215.2%
XLY vs DTE
+137.8%
+77.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -1.7% | -2.6% | +0.9% | -0.8% |
| 30D | -4.2% | -4.4% | +0.2% | -2.6% |
| 3M | -2.7% | -8.3% | +5.7% | +0.3% |
| 6M | -0.6% | -8.1% | +7.4% | +2.0% |
| YTD | -5.0% | +4.4% | -9.4% | -7.3% |
| 1Y | -4.1% | +0.2% | -4.3% | -5.0% |
| 3Y | +33.6% | +42.6% | -9.0% | +13.2% |
| 5Y | +28.7% | +31.5% | -2.8% | +11.8% |
| All | +215.2% | +137.8% | +77.4% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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