+42.0%
XLP vs DG
-34.7%
+76.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.8% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | +10.3% | +9.5% | +0.8% | +8.7% |
| 3M | +6.5% | +5.5% | +1.1% | +5.5% |
| 6M | +8.4% | +16.1% | -7.7% | +5.7% |
| YTD | +18.2% | +2.7% | +15.5% | +17.1% |
| 1Y | +22.4% | +42.1% | -19.7% | +15.6% |
| 3Y | +41.9% | +19.3% | +22.6% | +33.1% |
| All | +42.0% | -34.7% | +76.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling