+142.5%
XLC vs DG
+53.8%
+88.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -0.8% | +8.4% | -9.2% | -2.2% |
| 30D | +1.0% | +4.9% | -3.9% | +0.2% |
| 3M | -0.7% | +29.3% | -30.0% | -4.9% |
| 6M | -5.1% | -11.3% | +6.1% | -3.8% |
| YTD | -4.3% | +1.8% | -6.0% | -5.2% |
| 1Y | -0.6% | +25.3% | -25.9% | -5.2% |
| 3Y | +72.7% | +9.1% | +63.6% | +63.7% |
| 5Y | +38.0% | -34.9% | +72.9% | +50.1% |
| All | +142.5% | +53.8% | +88.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling