+68.5%
XLI vs DG
+3.3%
+65.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -2.3% | -6.3% | +4.0% | -2.1% |
| 30D | -8.2% | +2.4% | -10.6% | -8.2% |
| 3M | +0.8% | +12.4% | -11.6% | +0.3% |
| 6M | +0.8% | -14.9% | +15.8% | +1.2% |
| YTD | +10.5% | -6.1% | +16.6% | +10.7% |
| 1Y | +14.1% | +17.9% | -3.7% | +13.7% |
| All | +68.5% | +3.3% | +65.2% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling