+855.8%
XLY vs DG
+560.3%
+295.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -1.7% | -6.5% | +4.8% | -0.2% |
| 30D | -4.2% | +4.2% | -8.3% | -5.2% |
| 3M | -2.7% | +9.5% | -12.2% | -4.9% |
| 6M | -0.6% | -13.1% | +12.5% | +1.9% |
| YTD | -5.0% | -4.8% | -0.2% | -4.8% |
| 1Y | -4.1% | +20.6% | -24.7% | -9.4% |
| 3Y | +33.6% | +4.9% | +28.7% | +24.2% |
| 5Y | +28.7% | -37.9% | +66.6% | +38.0% |
| 10Y | +219.6% | +102.2% | +117.4% | +143.7% |
| All | +855.8% | +560.3% | +295.5% | +407.2% |
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