+34.5%
XLB vs DG
+10.3%
+24.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.7% |
| 7D | -0.2% | -2.5% | +2.2% | -0.1% |
| 30D | -1.7% | +1.0% | -2.8% | -1.9% |
| 3M | +4.4% | +20.3% | -16.0% | +2.8% |
| 6M | +5.0% | -11.7% | +16.8% | +5.7% |
| YTD | +15.5% | -2.3% | +17.8% | +15.5% |
| 1Y | +14.9% | +20.0% | -5.1% | +13.3% |
| 3Y | +34.5% | +7.2% | +27.3% | +35.0% |
| All | +34.5% | +10.3% | +24.2% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling