+740.4%
XLI vs DG
+614.5%
+125.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +1.0% | +3.2% | -2.2% | +0.3% |
| 3M | -8.9% | +10.4% | -19.3% | -10.8% |
| 6M | -2.3% | +33.2% | -35.5% | -7.9% |
| YTD | +9.7% | +3.0% | +6.7% | +8.0% |
| 1Y | +12.3% | +31.2% | -18.9% | +5.3% |
| 3Y | +71.5% | +21.8% | +49.6% | +56.5% |
| 5Y | +70.2% | -35.0% | +105.2% | +78.0% |
| 10Y | +227.5% | +106.0% | +121.4% | +156.3% |
| All | +740.4% | +614.5% | +125.9% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling