+583.4%
DG vs XHB
+703.1%
-119.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +8.4% | -1.3% | +9.7% | +8.8% |
| 30D | +4.9% | -6.9% | +11.8% | +7.4% |
| 3M | +29.3% | -1.3% | +30.6% | +29.5% |
| 6M | -11.3% | -6.8% | -4.5% | -9.6% |
| YTD | +1.8% | +0.7% | +1.0% | +0.8% |
| 1Y | +25.3% | -11.2% | +36.6% | +29.4% |
| 3Y | +9.1% | +25.3% | -16.2% | -2.5% |
| 5Y | -34.9% | +37.3% | -72.2% | -44.9% |
| 10Y | +108.2% | +211.5% | -103.4% | +27.4% |
| All | +583.4% | +703.1% | -119.7% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling