+562.7%
XLP vs DGX
+8,131.0%
-7,568.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +8.3% | +11.2% | -2.9% | +6.2% |
| 3M | +8.7% | +9.3% | -0.6% | +6.8% |
| 6M | +11.2% | +37.4% | -26.2% | +4.7% |
| YTD | +20.0% | +51.6% | -31.6% | +10.7% |
| 1Y | +21.3% | +39.3% | -17.9% | +13.7% |
| 3Y | +43.8% | +106.1% | -62.3% | +24.8% |
| 5Y | +43.3% | +92.2% | -48.9% | +25.2% |
| 10Y | +136.8% | +286.6% | -149.8% | +80.4% |
| All | +562.7% | +8,131.0% | -7,568.3% | +269.7% |
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