+871.7%
XBI vs DG
+551.9%
+319.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -4.6% | -6.3% | +1.7% | -3.0% |
| 30D | -0.8% | +2.4% | -3.2% | -1.5% |
| 3M | +21.8% | +12.4% | +9.4% | +17.6% |
| 6M | +23.2% | -14.9% | +38.1% | +27.3% |
| YTD | +28.7% | -6.1% | +34.8% | +29.4% |
| 1Y | +67.8% | +17.9% | +49.9% | +57.9% |
| 3Y | +100.6% | +3.1% | +97.5% | +86.3% |
| 5Y | +19.8% | -38.7% | +58.5% | +28.2% |
| 10Y | +159.7% | +99.6% | +60.1% | +86.7% |
| All | +871.7% | +551.9% | +319.8% | +379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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