+226.8%
XME vs DGX
+450.1%
-223.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -2.8% |
| 7D | -3.0% | -3.5% | +0.4% | -1.3% |
| 30D | -2.6% | -2.7% | +0.1% | -1.2% |
| 3M | +2.2% | +13.9% | -11.7% | -4.8% |
| 6M | +0.7% | +16.0% | -15.3% | -7.5% |
| YTD | +10.9% | +34.9% | -24.0% | -6.3% |
| 1Y | +35.7% | +30.6% | +5.1% | +16.0% |
| 3Y | +127.1% | +93.0% | +34.1% | +53.1% |
| 5Y | +168.5% | +64.4% | +104.1% | +93.3% |
| 10Y | +416.9% | +248.1% | +168.9% | +118.3% |
| All | +226.8% | +450.1% | -223.3% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling