+35.5%
XLV vs DG
-37.9%
+73.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -3.6% | -6.5% | +2.9% | -2.9% |
| 30D | -1.8% | +4.2% | -6.0% | -2.3% |
| 3M | +7.8% | +9.5% | -1.7% | +6.7% |
| 6M | +9.1% | -13.1% | +22.2% | +10.3% |
| YTD | +7.7% | -4.8% | +12.6% | +8.0% |
| 1Y | +20.4% | +20.6% | -0.2% | +17.8% |
| 3Y | +30.8% | +4.9% | +25.8% | +27.3% |
| All | +35.5% | -37.9% | +73.4% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling