-38.5%
DG vs XHB
+34.8%
-73.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -4.8% | -1.9% | -2.9% | -4.2% |
| 30D | +1.8% | -8.3% | +10.1% | +4.4% |
| 3M | +14.5% | -7.1% | +21.6% | +16.8% |
| 6M | -13.6% | -5.3% | -8.3% | -12.5% |
| YTD | -4.8% | -3.2% | -1.7% | -4.4% |
| 1Y | +21.6% | -13.9% | +35.4% | +26.2% |
| 3Y | +4.5% | +24.9% | -20.4% | -6.8% |
| 5Y | -38.5% | +34.5% | -73.0% | -49.4% |
| All | -38.5% | +34.8% | -73.3% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling