+30.8%
XLV vs DG
+4.6%
+26.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -3.6% | -6.5% | +2.9% | -3.1% |
| 30D | -1.8% | +4.2% | -6.0% | -2.1% |
| 3M | +7.8% | +9.5% | -1.7% | +7.1% |
| 6M | +9.1% | -13.1% | +22.2% | +9.7% |
| YTD | +7.7% | -4.8% | +12.6% | +7.9% |
| 1Y | +20.4% | +20.6% | -0.2% | +19.2% |
| 3Y | +30.8% | +4.9% | +25.8% | +28.0% |
| All | +30.8% | +4.6% | +26.1% | +28.0% |
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 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