+12.3%
XLI vs DGX
+45.0%
-32.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.4% |
| 7D | +0.6% | +4.1% | -3.5% | +0.2% |
| 30D | -0.4% | +10.5% | -10.9% | -1.3% |
| 3M | -8.8% | +9.8% | -18.6% | -9.7% |
| 6M | -0.4% | +34.6% | -34.9% | -3.7% |
| YTD | +10.1% | +49.8% | -39.7% | +4.4% |
| 1Y | +12.3% | +46.0% | -33.7% | +7.0% |
| All | +12.3% | +45.0% | -32.6% | +7.0% |
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