+368.1%
XLB vs DG
+606.1%
-238.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.4% | +8.4% | -9.8% | -3.0% |
| 30D | -0.4% | +4.9% | -5.3% | -1.4% |
| 3M | +2.0% | +29.3% | -27.4% | -3.3% |
| 6M | +1.8% | -11.3% | +13.1% | +3.6% |
| YTD | +16.6% | +1.8% | +14.8% | +15.4% |
| 1Y | +16.9% | +25.3% | -8.4% | +10.5% |
| 3Y | +32.6% | +9.1% | +23.5% | +24.1% |
| 5Y | +35.6% | -34.9% | +70.5% | +41.7% |
| 10Y | +160.0% | +108.2% | +51.9% | +103.1% |
| All | +368.1% | +606.1% | -238.0% | +142.9% |
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