-1.8%
XLY vs DG
-14.4%
+12.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | -3.9% | -6.3% | +2.4% | -2.6% |
| 30D | -6.1% | +2.4% | -8.5% | -6.8% |
| 3M | -1.2% | +12.4% | -13.6% | -4.1% |
| 6M | -1.8% | -14.9% | +13.2% | +3.0% |
| All | -1.8% | -14.4% | +12.6% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling