+802.1%
XLB vs DGX
+7,364.1%
-6,562.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | -3.4% | -0.9% | -2.5% | -3.1% |
| 3M | +1.6% | +15.6% | -14.0% | -2.3% |
| 6M | +3.6% | +17.8% | -14.1% | -1.0% |
| YTD | +14.2% | +37.5% | -23.2% | +4.6% |
| 1Y | +15.6% | +31.2% | -15.6% | +7.0% |
| 3Y | +33.1% | +96.6% | -63.5% | +9.9% |
| 5Y | +35.0% | +64.9% | -29.9% | +15.9% |
| 10Y | +164.5% | +254.6% | -90.1% | +84.4% |
| All | +802.1% | +7,364.1% | -6,562.0% | +411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling