+631.5%
XLU vs DGX
+7,350.2%
-6,718.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | -3.3% | -1.2% | -2.2% | -3.1% |
| 3M | -3.2% | +15.8% | -18.9% | -6.0% |
| 6M | -7.0% | +18.2% | -25.1% | -10.1% |
| YTD | +0.6% | +37.2% | -36.6% | -5.6% |
| 1Y | +2.4% | +30.4% | -27.9% | -3.1% |
| 3Y | +46.3% | +96.7% | -50.5% | +27.5% |
| 5Y | +44.0% | +67.2% | -23.2% | +28.6% |
| 10Y | +140.1% | +253.9% | -113.9% | +86.2% |
| All | +631.5% | +7,350.2% | -6,718.7% | +352.7% |
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