+411.2%
XLF vs DGX
+7,227.2%
-6,816.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -2.9% | -3.5% | +0.6% | -1.7% |
| 30D | -1.6% | -2.7% | +1.1% | -0.7% |
| 3M | +9.3% | +13.9% | -4.6% | +4.2% |
| 6M | +14.6% | +16.0% | -1.4% | +8.4% |
| YTD | +4.7% | +34.9% | -30.2% | -6.3% |
| 1Y | +8.6% | +30.6% | -21.9% | -1.9% |
| 3Y | +73.9% | +93.0% | -19.1% | +35.5% |
| 5Y | +65.0% | +64.4% | +0.6% | +34.4% |
| 10Y | +250.4% | +248.1% | +2.3% | +114.8% |
| All | +411.2% | +7,227.2% | -6,816.0% | +64.1% |
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