+43.7%
XLP vs DG
+23.1%
+20.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | +3.5% | +6.1% | -2.6% | +2.7% |
| 30D | +11.6% | +11.9% | -0.4% | +10.0% |
| 3M | +7.6% | +9.3% | -1.6% | +6.4% |
| 6M | +10.0% | +19.1% | -9.1% | +7.6% |
| YTD | +19.7% | +5.9% | +13.8% | +18.4% |
| 1Y | +23.5% | +39.8% | -16.3% | +18.9% |
| All | +43.7% | +23.1% | +20.7% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling