+28.4%
XLY vs DGX
+66.8%
-38.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | -4.2% | -1.2% | -3.0% | -4.0% |
| 3M | -2.7% | +15.8% | -18.4% | -5.9% |
| 6M | -0.6% | +18.2% | -18.8% | -4.5% |
| YTD | -5.0% | +37.2% | -42.2% | -12.3% |
| 1Y | -4.1% | +30.4% | -34.4% | -10.5% |
| 3Y | +33.6% | +96.7% | -63.1% | +8.4% |
| All | +28.4% | +66.8% | -38.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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