+135.4%
XLP vs DG
+119.6%
+15.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.3% | +5.2% | -2.9% | +1.2% |
| 30D | +9.1% | +7.9% | +1.2% | +7.4% |
| 3M | +7.9% | +12.7% | -4.9% | +5.1% |
| 6M | +9.6% | +22.4% | -12.8% | +4.7% |
| YTD | +19.4% | +5.4% | +14.0% | +17.3% |
| 1Y | +22.4% | +39.4% | -17.0% | +13.1% |
| 3Y | +43.2% | +24.1% | +19.1% | +29.8% |
| 5Y | +42.6% | -32.2% | +74.7% | +50.0% |
| 10Y | +135.4% | +111.8% | +23.6% | +89.7% |
| All | +135.4% | +119.6% | +15.9% | +89.7% |
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