+177.8%
XLE vs DGX
+255.3%
-77.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | +6.7% | -1.2% | +7.9% | +7.0% |
| 3M | +14.9% | +15.8% | -0.9% | +9.8% |
| 6M | +15.9% | +18.2% | -2.3% | +9.8% |
| YTD | +47.7% | +37.2% | +10.5% | +33.3% |
| 1Y | +50.7% | +30.4% | +20.4% | +37.9% |
| 3Y | +57.9% | +96.7% | -38.8% | +24.5% |
| 5Y | +227.0% | +67.2% | +159.8% | +167.3% |
| All | +177.8% | +255.3% | -77.5% | +63.1% |
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