+72.3%
XLC vs DG
+10.3%
+61.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.3% |
| 7D | +0.6% | -2.5% | +3.0% | +0.7% |
| 30D | +0.2% | +1.0% | -0.8% | +0.2% |
| 3M | +0.6% | +20.3% | -19.7% | +0.1% |
| 6M | -4.5% | -11.7% | +7.2% | -4.6% |
| YTD | -4.7% | -2.3% | -2.4% | -4.9% |
| 1Y | -1.7% | +20.0% | -21.7% | -2.1% |
| 3Y | +72.3% | +7.2% | +65.0% | +77.1% |
| All | +72.3% | +10.3% | +61.9% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling