+43.0%
XLC vs DG
-32.2%
+75.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | -3.0% | +6.4% | +3.7% |
| 30D | -2.6% | +8.6% | -11.2% | -3.3% |
| 3M | -2.1% | +15.0% | -17.1% | -3.4% |
| 6M | -5.5% | +32.7% | -38.2% | -8.0% |
| YTD | -6.9% | +5.5% | -12.4% | -7.8% |
| 1Y | -3.7% | +34.6% | -38.3% | -6.6% |
| 3Y | +64.2% | +24.2% | +40.0% | +57.4% |
| 5Y | +43.0% | -32.3% | +75.3% | +54.0% |
| All | +43.0% | -32.2% | +75.2% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling