+46.3%
XLU vs DG
+4.6%
+41.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.6% | -6.5% | +4.9% | -1.3% |
| 30D | -3.3% | +4.2% | -7.5% | -3.5% |
| 3M | -3.2% | +9.5% | -12.7% | -3.7% |
| 6M | -7.0% | -13.1% | +6.2% | -6.3% |
| YTD | +0.6% | -4.8% | +5.5% | +0.8% |
| 1Y | +2.4% | +20.6% | -18.2% | +1.0% |
| 3Y | +46.3% | +4.9% | +41.3% | +39.1% |
| All | +46.3% | +4.6% | +41.6% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling