+39.7%
DLR vs XHB
+33.4%
+6.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.0% | -4.1% | +2.1% | -0.1% |
| 30D | +0.5% | +9.6% | -9.1% | -3.8% |
| 3M | -4.4% | -6.0% | +1.6% | -2.1% |
| 6M | -6.4% | +2.2% | -8.6% | -8.2% |
| YTD | +19.5% | +1.1% | +18.3% | +17.0% |
| 1Y | +10.5% | -1.7% | +12.3% | +9.4% |
| 3Y | +54.0% | +36.5% | +17.5% | +21.7% |
| 5Y | +39.7% | +33.5% | +6.2% | +2.3% |
| All | +39.7% | +33.4% | +6.3% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling