+440.2%
XLP vs DG
+635.1%
-194.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | +3.5% | +6.1% | -2.6% | +2.3% |
| 30D | +11.6% | +11.9% | -0.4% | +9.2% |
| 3M | +7.6% | +9.3% | -1.6% | +5.7% |
| 6M | +10.0% | +19.1% | -9.1% | +6.1% |
| YTD | +19.7% | +5.9% | +13.8% | +17.6% |
| 1Y | +23.5% | +39.8% | -16.3% | +14.8% |
| 3Y | +44.0% | +23.4% | +20.6% | +32.4% |
| 5Y | +42.7% | -33.3% | +76.0% | +47.6% |
| 10Y | +131.3% | +131.0% | +0.3% | +90.1% |
| All | +440.2% | +635.1% | -194.9% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling