+397.4%
XLP vs DG
+606.1%
-208.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -1.0% | +8.4% | -9.4% | -2.5% |
| 30D | -0.9% | +4.9% | -5.8% | -1.8% |
| 3M | +3.8% | +29.3% | -25.5% | -1.1% |
| 6M | -1.7% | -11.3% | +9.5% | -0.1% |
| YTD | +10.3% | +1.8% | +8.5% | +9.3% |
| 1Y | +7.8% | +25.3% | -17.5% | +2.3% |
| 3Y | +27.2% | +9.1% | +18.1% | +19.9% |
| 5Y | +32.5% | -34.9% | +67.4% | +37.7% |
| 10Y | +101.8% | +108.2% | -6.4% | +68.8% |
| All | +397.4% | +606.1% | -208.6% | +238.5% |
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