+100.8%
DG vs XHB
+237.3%
-136.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +3.2% | +9.9% | -6.7% | +0.2% |
| 3M | +10.4% | -6.3% | +16.7% | +12.8% |
| 6M | +33.2% | +3.8% | +29.3% | +31.3% |
| YTD | +3.0% | +0.1% | +2.8% | +2.4% |
| 1Y | +31.2% | -0.8% | +32.0% | +30.7% |
| 3Y | +21.8% | +35.6% | -13.8% | +6.4% |
| 5Y | -35.0% | +29.6% | -64.5% | -43.7% |
| All | +100.8% | +237.3% | -136.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling