+170.7%
XLE vs DG
+105.6%
+65.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.2% |
| 30D | +12.6% | +1.0% | +11.6% | +12.5% |
| 3M | +11.8% | +20.3% | -8.5% | +9.7% |
| 6M | +16.1% | -11.7% | +27.8% | +17.2% |
| YTD | +46.9% | -2.3% | +49.2% | +46.6% |
| 1Y | +53.3% | +20.0% | +33.3% | +49.2% |
| 3Y | +54.9% | +7.2% | +47.7% | +49.5% |
| 5Y | +225.7% | -37.9% | +263.6% | +243.0% |
| 10Y | +170.7% | +107.3% | +63.4% | +123.2% |
| All | +170.7% | +105.6% | +65.0% | +123.2% |
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