+1,520.8%
DLR vs XHB
+173.9%
+1,346.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | -0.2% |
| 7D | +1.6% | -1.3% | +2.9% | +2.3% |
| 30D | -3.4% | -6.9% | +3.5% | +0.2% |
| 3M | +0.5% | -1.3% | +1.8% | +0.5% |
| 6M | +4.6% | -6.8% | +11.3% | +7.4% |
| YTD | +23.4% | +0.7% | +22.7% | +21.1% |
| 1Y | +19.0% | -11.2% | +30.3% | +24.4% |
| 3Y | +56.5% | +25.3% | +31.2% | +31.0% |
| 5Y | +33.3% | +37.3% | -4.0% | +3.9% |
| 10Y | +165.1% | +211.5% | -46.4% | +19.1% |
| All | +1,520.8% | +173.9% | +1,346.9% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling