+248.8%
XLF vs DG
+101.8%
+147.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.5% | -6.5% | +5.0% | -0.5% |
| 30D | -1.2% | +4.2% | -5.3% | -1.8% |
| 3M | +9.2% | +9.5% | -0.3% | +7.4% |
| 6M | +16.3% | -13.1% | +29.5% | +18.3% |
| YTD | +5.4% | -4.8% | +10.3% | +5.5% |
| 1Y | +7.6% | +20.6% | -13.0% | +3.3% |
| 3Y | +74.2% | +4.9% | +69.3% | +65.8% |
| 5Y | +66.1% | -37.9% | +104.0% | +78.3% |
| All | +248.8% | +101.8% | +147.1% | +169.0% |
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