+11.1%
DLR vs XME
+34.9%
-23.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +0.1% | -4.2% | +4.3% | +0.9% |
| 30D | -4.3% | -2.7% | -1.6% | -3.8% |
| 3M | +3.8% | -3.9% | +7.7% | +4.4% |
| 6M | +5.8% | -1.0% | +6.8% | +5.2% |
| YTD | +23.5% | +9.8% | +13.7% | +18.4% |
| 1Y | +11.1% | +32.5% | -21.5% | +0.9% |
| All | +11.1% | +34.9% | -23.8% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling