+60.0%
DLR vs XME
+136.1%
-76.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +3.4% | +3.6% | -0.2% | +2.3% |
| 30D | -2.2% | +3.6% | -5.9% | -3.3% |
| 3M | +4.7% | +1.2% | +3.5% | +4.0% |
| 6M | +9.0% | +9.0% | 0.0% | +5.3% |
| YTD | +24.1% | +15.9% | +8.2% | +16.2% |
| 1Y | +20.9% | +43.2% | -22.2% | +4.1% |
| 3Y | +60.0% | +137.4% | -77.3% | +5.7% |
| All | +60.0% | +136.1% | -76.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling