+34.0%
XLB vs DGX
+66.8%
-32.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | -3.1% | -1.2% | -1.9% | -2.8% |
| 3M | -0.2% | +15.8% | -15.9% | -4.7% |
| 6M | +3.1% | +18.2% | -15.1% | -2.4% |
| YTD | +13.3% | +37.2% | -23.9% | +2.0% |
| 1Y | +12.0% | +30.4% | -18.3% | +2.4% |
| 3Y | +31.4% | +96.7% | -65.3% | +2.0% |
| All | +34.0% | +66.8% | -32.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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