+640.4%
XLV vs DG
+551.9%
+88.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -4.4% | -6.3% | +1.9% | -3.3% |
| 30D | -1.4% | +2.4% | -3.8% | -1.9% |
| 3M | +8.9% | +12.4% | -3.6% | +6.4% |
| 6M | +9.1% | -14.9% | +24.0% | +11.7% |
| YTD | +7.9% | -6.1% | +14.0% | +8.5% |
| 1Y | +22.7% | +17.9% | +4.9% | +17.9% |
| 3Y | +31.9% | +3.1% | +28.8% | +25.4% |
| 5Y | +34.9% | -38.7% | +73.5% | +41.6% |
| 10Y | +173.9% | +99.6% | +74.2% | +121.5% |
| All | +640.4% | +551.9% | +88.5% | +366.1% |
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