+508.9%
XLP vs DGX
+7,417.4%
-6,908.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | -0.9% | +0.6% | -1.4% | -1.0% |
| 3M | +3.8% | +21.4% | -17.6% | 0.0% |
| 6M | -1.7% | +14.7% | -16.5% | -4.4% |
| YTD | +10.3% | +38.4% | -28.2% | +3.5% |
| 1Y | +7.8% | +34.0% | -26.2% | +1.7% |
| 3Y | +27.2% | +92.7% | -65.5% | +11.8% |
| 5Y | +32.5% | +67.7% | -35.2% | +18.7% |
| 10Y | +101.8% | +248.0% | -146.2% | +56.7% |
| All | +508.9% | +7,417.4% | -6,908.5% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling