+171.8%
DLR vs XHB
+210.4%
-38.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.0% |
| 7D | -1.3% | -5.2% | +4.0% | +0.9% |
| 30D | -2.9% | -12.1% | +9.3% | +2.5% |
| 3M | +3.2% | -6.2% | +9.4% | +5.5% |
| 6M | +3.9% | -6.7% | +10.6% | +6.1% |
| YTD | +21.4% | -5.5% | +26.9% | +23.0% |
| 1Y | +9.7% | -15.6% | +25.3% | +16.3% |
| 3Y | +56.5% | +22.0% | +34.5% | +37.3% |
| 5Y | +41.5% | +31.8% | +9.7% | +17.2% |
| All | +171.8% | +210.4% | -38.7% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling