+23.3%
XLB vs DG
+39.7%
-16.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -3.0% | +1.3% | -1.2% |
| 30D | +7.2% | +8.6% | -1.4% | +6.1% |
| 3M | 0.0% | +15.0% | -15.0% | -1.7% |
| 6M | +2.3% | +32.7% | -30.4% | -1.3% |
| YTD | +18.4% | +5.5% | +12.9% | +18.4% |
| 1Y | +23.3% | +34.6% | -11.3% | +22.2% |
| All | +23.3% | +39.7% | -16.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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