+143.7%
XLC vs DGX
+152.0%
-8.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | +2.1% | -1.2% | +3.3% | +2.4% |
| 3M | +0.7% | +15.8% | -15.1% | -3.7% |
| 6M | -3.2% | +18.2% | -21.4% | -8.2% |
| YTD | -3.8% | +37.2% | -41.0% | -13.0% |
| 1Y | -2.0% | +30.4% | -32.4% | -10.2% |
| 3Y | +71.4% | +96.7% | -25.4% | +35.1% |
| 5Y | +40.7% | +67.2% | -26.5% | +15.5% |
| All | +143.7% | +152.0% | -8.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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