+1,501.8%
DLR vs XME
+180.8%
+1,321.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | -2.0% | +1.5% | -3.5% | -2.5% |
| 30D | +0.5% | -7.3% | +7.8% | +3.1% |
| 3M | -4.4% | -17.4% | +13.0% | +1.8% |
| 6M | -6.4% | -21.8% | +15.4% | +0.8% |
| YTD | +19.5% | -6.0% | +25.4% | +19.7% |
| 1Y | +10.5% | +3.8% | +6.7% | +6.8% |
| 3Y | +54.0% | +100.0% | -46.0% | +15.8% |
| 5Y | +39.7% | +116.1% | -76.4% | -0.4% |
| 10Y | +189.5% | +280.6% | -91.1% | +49.1% |
| All | +1,501.8% | +180.8% | +1,321.0% | +610.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling