+128.8%
XLP vs DG
+128.5%
+0.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +8.9% | +7.4% | +1.5% | +7.3% |
| 3M | +7.5% | +8.5% | -1.0% | +5.5% |
| 6M | +9.4% | +21.9% | -12.4% | +4.7% |
| YTD | +19.3% | +4.9% | +14.3% | +17.2% |
| 1Y | +21.7% | +40.4% | -18.7% | +12.4% |
| 3Y | +44.0% | +23.5% | +20.5% | +30.8% |
| 5Y | +42.8% | -32.3% | +75.1% | +50.1% |
| 10Y | +128.8% | +119.3% | +9.5% | +87.5% |
| All | +128.8% | +128.5% | +0.3% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling