+139.5%
XLP vs DG
+105.2%
+34.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +7.3% | +3.2% | +4.1% | +6.5% |
| 3M | +8.1% | +10.4% | -2.3% | +5.7% |
| 6M | +10.5% | +33.2% | -22.7% | +3.9% |
| YTD | +21.2% | +3.0% | +18.2% | +19.5% |
| 1Y | +22.7% | +31.2% | -8.5% | +14.8% |
| 3Y | +44.8% | +21.8% | +23.0% | +31.7% |
| 5Y | +44.7% | -35.0% | +79.7% | +53.9% |
| All | +139.5% | +105.2% | +34.3% | +94.7% |
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