+35.0%
XLB vs DG
-39.5%
+74.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.8% |
| 7D | -2.9% | -4.8% | +1.9% | -2.4% |
| 30D | -3.4% | +1.8% | -5.1% | -3.6% |
| 3M | +1.6% | +14.5% | -12.9% | -0.1% |
| 6M | +3.6% | -13.6% | +17.2% | +5.0% |
| YTD | +14.2% | -4.8% | +19.1% | +14.5% |
| 1Y | +15.6% | +21.6% | -6.0% | +12.4% |
| 3Y | +33.1% | +4.5% | +28.6% | +29.1% |
| 5Y | +35.0% | -38.5% | +73.5% | +43.0% |
| All | +35.0% | -39.5% | +74.6% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling