+1,037.2%
XLE vs DGX
+7,365.4%
-6,328.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +12.6% | -1.2% | +13.8% | +12.9% |
| 3M | +11.8% | +19.9% | -8.1% | +6.5% |
| 6M | +16.1% | +19.2% | -3.1% | +10.5% |
| YTD | +46.9% | +37.5% | +9.4% | +34.4% |
| 1Y | +53.3% | +31.3% | +22.0% | +41.7% |
| 3Y | +54.9% | +96.6% | -41.7% | +27.6% |
| 5Y | +225.7% | +64.3% | +161.4% | +177.5% |
| 10Y | +170.7% | +241.1% | -70.5% | +86.4% |
| All | +1,037.2% | +7,365.4% | -6,328.2% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling