+17.2%
XLI vs DGX
+33.7%
-16.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | -1.1% | -2.3% | +1.3% | -0.8% |
| 30D | -5.9% | +0.6% | -6.5% | -6.0% |
| 3M | -0.3% | +21.4% | -21.7% | -2.2% |
| 6M | +0.1% | +14.7% | -14.6% | -1.5% |
| YTD | +13.6% | +38.4% | -24.9% | +9.9% |
| 1Y | +17.2% | +34.0% | -16.8% | +13.9% |
| All | +17.2% | +33.7% | -16.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling