+7.7%
DG vs XHB
+25.9%
-18.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.4% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +1.0% | -9.1% | +10.1% | +3.4% |
| 3M | +20.3% | -2.3% | +22.6% | +20.9% |
| 6M | -11.7% | -4.1% | -7.6% | -11.1% |
| YTD | -2.3% | -1.7% | -0.6% | -2.2% |
| 1Y | +20.0% | -15.1% | +35.1% | +23.6% |
| All | +7.7% | +25.9% | -18.2% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling