+106.2%
XLP vs DGX
+244.3%
-138.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | -0.6% | +15.6% | -16.2% | -4.6% |
| 6M | -2.2% | +17.8% | -20.0% | -6.8% |
| YTD | +8.3% | +37.5% | -29.2% | -1.3% |
| 1Y | +5.7% | +31.2% | -25.4% | -2.5% |
| 3Y | +25.7% | +96.6% | -70.9% | +2.6% |
| 5Y | +31.3% | +64.9% | -33.6% | +11.3% |
| 10Y | +106.2% | +254.6% | -148.4% | +34.9% |
| All | +106.2% | +244.3% | -138.1% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling