+770.4%
XLI vs DG
+606.1%
+164.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.1% | +8.4% | -9.5% | -2.5% |
| 30D | -5.9% | +4.9% | -10.9% | -6.8% |
| 3M | -0.3% | +29.3% | -29.6% | -5.2% |
| 6M | +0.1% | -11.3% | +11.4% | +1.7% |
| YTD | +13.6% | +1.8% | +11.8% | +12.4% |
| 1Y | +17.2% | +25.3% | -8.1% | +10.9% |
| 3Y | +68.2% | +9.1% | +59.1% | +57.7% |
| 5Y | +80.7% | -34.9% | +115.6% | +89.2% |
| 10Y | +253.3% | +108.2% | +145.1% | +176.4% |
| All | +770.4% | +606.1% | +164.3% | +372.4% |
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