+172.3%
XLE vs DG
+110.2%
+62.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.2% | -3.0% | +2.7% | 0.0% |
| 30D | -4.0% | +8.6% | -12.6% | -4.8% |
| 3M | +4.6% | +15.0% | -10.4% | +3.1% |
| 6M | +12.3% | +32.7% | -20.4% | +9.0% |
| YTD | +44.5% | +5.5% | +39.0% | +43.1% |
| 1Y | +42.4% | +34.6% | +7.8% | +37.1% |
| 3Y | +67.0% | +24.2% | +42.8% | +58.1% |
| 5Y | +161.9% | -32.3% | +194.2% | +173.2% |
| All | +172.3% | +110.2% | +62.1% | +127.3% |
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