+766.2%
XLI vs DG
+577.8%
+188.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.2% |
| 7D | +1.0% | -2.5% | +3.4% | +1.4% |
| 30D | -5.8% | +1.0% | -6.8% | -6.1% |
| 3M | +0.7% | +20.3% | -19.6% | -3.0% |
| 6M | +3.2% | -11.7% | +14.9% | +4.9% |
| YTD | +13.0% | -2.3% | +15.4% | +12.6% |
| 1Y | +16.8% | +20.0% | -3.2% | +11.4% |
| 3Y | +72.4% | +7.2% | +65.2% | +61.9% |
| 5Y | +82.8% | -37.9% | +120.7% | +93.1% |
| 10Y | +252.4% | +107.3% | +145.1% | +175.5% |
| All | +766.2% | +577.8% | +188.4% | +373.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling