+24.8%
DG vs XME
+100.3%
-75.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.0% | +1.5% | -4.5% | -3.1% |
| 30D | +8.6% | -7.3% | +15.9% | +9.2% |
| 3M | +15.0% | -17.4% | +32.5% | +16.8% |
| 6M | +32.7% | -21.8% | +54.5% | +35.7% |
| YTD | +5.5% | -6.0% | +11.5% | +4.9% |
| 1Y | +34.6% | +3.8% | +30.8% | +32.4% |
| All | +24.8% | +100.3% | -75.5% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling