+139.9%
XLC vs DG
+43.8%
+96.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | -1.4% | -4.8% | +3.4% | -0.6% |
| 30D | -0.9% | +1.8% | -2.7% | -1.3% |
| 3M | -0.3% | +14.5% | -14.8% | -2.7% |
| 6M | -5.2% | -13.6% | +8.4% | -3.4% |
| YTD | -5.3% | -4.8% | -0.5% | -5.2% |
| 1Y | -2.8% | +21.6% | -24.4% | -7.0% |
| 3Y | +71.2% | +4.5% | +66.7% | +62.9% |
| 5Y | +37.6% | -38.5% | +76.0% | +50.6% |
| All | +139.9% | +43.8% | +96.0% | +86.4% |
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