+95.6%
DG vs XME
+426.6%
-330.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.6% |
| 7D | -6.3% | -3.0% | -3.3% | -5.8% |
| 30D | +2.4% | -2.6% | +5.0% | +2.8% |
| 3M | +12.4% | +2.2% | +10.3% | +11.6% |
| 6M | -14.9% | +0.7% | -15.6% | -15.7% |
| YTD | -6.1% | +10.9% | -17.0% | -8.9% |
| 1Y | +17.9% | +35.7% | -17.8% | +9.6% |
| 3Y | +3.1% | +127.1% | -124.0% | -14.7% |
| 5Y | -38.7% | +168.5% | -207.1% | -51.9% |
| All | +95.6% | +426.6% | -330.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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