+171.8%
DLR vs XME
+426.6%
-254.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.1% |
| 7D | -1.3% | -3.0% | +1.8% | -0.6% |
| 30D | -2.9% | -2.6% | -0.3% | -2.4% |
| 3M | +3.2% | +2.2% | +1.1% | +2.3% |
| 6M | +3.9% | +0.7% | +3.2% | +3.0% |
| YTD | +21.4% | +10.9% | +10.5% | +17.2% |
| 1Y | +9.7% | +35.7% | -26.0% | +0.7% |
| 3Y | +56.5% | +127.1% | -70.6% | +26.7% |
| 5Y | +41.5% | +168.5% | -127.0% | +10.3% |
| All | +171.8% | +426.6% | -254.8% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling