+135.9%
XLU vs DGX
+255.3%
-119.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -3.3% | -1.2% | -2.2% | -3.0% |
| 3M | -3.2% | +15.8% | -18.9% | -8.0% |
| 6M | -7.0% | +18.2% | -25.1% | -12.4% |
| YTD | +0.6% | +37.2% | -36.6% | -10.1% |
| 1Y | +2.4% | +30.4% | -27.9% | -7.1% |
| 3Y | +46.3% | +96.7% | -50.5% | +13.7% |
| 5Y | +44.0% | +67.2% | -23.2% | +16.8% |
| All | +135.9% | +255.3% | -119.5% | +38.6% |
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 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