+9.1%
XLF vs DGX
+33.7%
-24.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | +0.2% | +0.6% | -0.4% | +0.1% |
| 3M | +11.7% | +21.4% | -9.7% | +10.2% |
| 6M | +13.8% | +14.7% | -0.9% | +12.4% |
| YTD | +7.0% | +38.4% | -31.4% | +3.9% |
| 1Y | +9.1% | +34.0% | -24.8% | +6.6% |
| All | +9.1% | +33.7% | -24.5% | +6.6% |
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