+135.7%
XLP vs DGX
+286.6%
-151.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +2.3% | +4.6% | -2.3% | +1.1% |
| 30D | +9.1% | +11.9% | -2.8% | +5.9% |
| 3M | +7.9% | +9.2% | -1.3% | +5.2% |
| 6M | +9.6% | +39.0% | -29.4% | -0.1% |
| YTD | +19.4% | +51.4% | -32.0% | +5.9% |
| 1Y | +22.4% | +42.6% | -20.2% | +10.3% |
| 3Y | +43.2% | +105.9% | -62.7% | +15.5% |
| 5Y | +42.6% | +96.6% | -54.0% | +15.1% |
| All | +135.7% | +286.6% | -151.0% | +56.8% |
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