+375.5%
XLB vs DG
+632.1%
-256.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -3.0% | +1.3% | -1.1% |
| 30D | +7.2% | +8.6% | -1.4% | +5.4% |
| 3M | 0.0% | +15.0% | -15.0% | -2.9% |
| 6M | +2.3% | +32.7% | -30.4% | -3.8% |
| YTD | +18.4% | +5.5% | +12.9% | +16.1% |
| 1Y | +23.3% | +34.6% | -11.3% | +14.8% |
| 3Y | +45.2% | +24.2% | +20.9% | +31.9% |
| 5Y | +31.0% | -32.3% | +63.2% | +35.6% |
| 10Y | +168.8% | +111.1% | +57.7% | +109.2% |
| All | +375.5% | +632.1% | -256.7% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling