+226.0%
XLE vs DGX
+59.5%
+166.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.4% |
| 7D | +0.5% | -3.5% | +3.9% | +0.9% |
| 30D | +6.6% | -2.7% | +9.2% | +6.9% |
| 3M | +12.3% | +13.9% | -1.6% | +10.3% |
| 6M | +18.4% | +16.0% | +2.4% | +15.9% |
| YTD | +47.2% | +34.9% | +12.3% | +40.8% |
| 1Y | +50.3% | +30.6% | +19.7% | +44.3% |
| 3Y | +55.3% | +93.0% | -37.7% | +40.1% |
| 5Y | +226.0% | +64.4% | +161.5% | +185.3% |
| All | +226.0% | +59.5% | +166.5% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling