+420.9%
XLU vs DG
+560.3%
-139.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +0.6% | -4.8% | +5.5% | +1.3% |
| 30D | -0.4% | +1.8% | -2.2% | -0.8% |
| 3M | -1.7% | +14.5% | -16.2% | -3.9% |
| 6M | -7.1% | -13.6% | +6.4% | -5.6% |
| YTD | +1.9% | -4.8% | +6.8% | +2.0% |
| 1Y | +6.1% | +21.6% | -15.5% | +1.9% |
| 3Y | +48.8% | +4.5% | +44.3% | +42.3% |
| 5Y | +43.8% | -38.5% | +82.3% | +49.7% |
| 10Y | +143.2% | +102.2% | +41.0% | +114.1% |
| All | +420.9% | +560.3% | -139.4% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling