+135.8%
XLC vs DG
+59.5%
+76.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | -3.0% | +6.4% | +4.0% |
| 30D | -2.6% | +8.6% | -11.2% | -4.0% |
| 3M | -2.1% | +15.0% | -17.1% | -4.5% |
| 6M | -5.5% | +32.7% | -38.2% | -10.1% |
| YTD | -6.9% | +5.5% | -12.4% | -8.5% |
| 1Y | -3.7% | +34.6% | -38.3% | -9.4% |
| 3Y | +64.2% | +24.2% | +40.0% | +50.5% |
| 5Y | +43.0% | -32.3% | +75.3% | +54.3% |
| All | +135.8% | +59.5% | +76.3% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling