+64.3%
XLF vs DGX
+66.8%
-2.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -1.2% | -1.2% | 0.0% | -0.9% |
| 3M | +9.2% | +15.8% | -6.6% | +4.8% |
| 6M | +16.3% | +18.2% | -1.8% | +10.9% |
| YTD | +5.4% | +37.2% | -31.8% | -4.2% |
| 1Y | +7.6% | +30.4% | -22.7% | -0.8% |
| 3Y | +74.2% | +96.7% | -22.5% | +38.4% |
| All | +64.3% | +66.8% | -2.5% | +30.2% |
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