+6.7%
XME vs DGX
+45.0%
-38.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -0.8% |
| 7D | -5.5% | +4.1% | -9.6% | -5.3% |
| 30D | -11.1% | +10.5% | -21.6% | -10.7% |
| 3M | -11.1% | +9.8% | -20.9% | -10.7% |
| 6M | -18.0% | +34.6% | -52.6% | -16.5% |
| YTD | -7.4% | +49.8% | -57.2% | -5.0% |
| 1Y | +6.7% | +46.0% | -39.4% | +9.8% |
| All | +6.7% | +45.0% | -38.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling