+50.2%
XLE vs DGX
+30.5%
+19.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.6% |
| 7D | +0.5% | -3.5% | +3.9% | +0.4% |
| 30D | +6.6% | -2.7% | +9.2% | +6.5% |
| 3M | +12.3% | +13.9% | -1.6% | +12.1% |
| 6M | +18.4% | +16.0% | +2.4% | +18.4% |
| YTD | +47.2% | +34.9% | +12.3% | +45.8% |
| All | +50.2% | +30.5% | +19.8% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling