+177.2%
DLR vs XME
+446.9%
-269.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -1.2% | +1.4% | -2.6% | -1.6% |
| 3M | +2.9% | +2.7% | +0.2% | +1.9% |
| 6M | +6.7% | +6.5% | +0.2% | +4.5% |
| YTD | +23.9% | +15.2% | +8.7% | +18.6% |
| 1Y | +18.6% | +43.5% | -24.9% | +7.6% |
| 3Y | +59.7% | +135.9% | -76.2% | +28.1% |
| 5Y | +42.1% | +181.5% | -139.4% | +9.7% |
| All | +177.2% | +446.9% | -269.7% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling