+34.1%
XLP vs DG
-35.0%
+69.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -1.0% | +8.4% | -9.4% | -2.2% |
| 30D | -0.9% | +4.9% | -5.8% | -1.6% |
| 3M | +3.8% | +29.3% | -25.5% | -0.1% |
| 6M | -1.7% | -11.3% | +9.5% | -0.5% |
| YTD | +10.3% | +1.8% | +8.5% | +9.5% |
| 1Y | +7.8% | +25.3% | -17.5% | +3.6% |
| 3Y | +27.2% | +9.1% | +18.1% | +21.5% |
| All | +34.1% | -35.0% | +69.1% | +43.3% |
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