+19.0%
DLR vs XHB
-9.3%
+28.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | -3.4% | -6.9% | +3.5% | -1.5% |
| 3M | +0.5% | -1.3% | +1.8% | +0.4% |
| 6M | +4.6% | -6.8% | +11.3% | +4.8% |
| YTD | +23.4% | +0.7% | +22.7% | +22.5% |
| 1Y | +19.0% | -11.2% | +30.3% | +18.8% |
| All | +19.0% | -9.3% | +28.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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