+926.8%
XBI vs DLR
+1,528.0%
-601.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.6% | +2.9% | -6.5% | -4.5% |
| 30D | +0.9% | -1.2% | +2.0% | +1.1% |
| 3M | +21.4% | +2.9% | +18.5% | +19.7% |
| 6M | +25.5% | +6.7% | +18.8% | +22.3% |
| YTD | +30.8% | +23.9% | +7.0% | +21.4% |
| 1Y | +68.6% | +18.6% | +49.9% | +58.1% |
| 3Y | +103.9% | +59.7% | +44.2% | +71.3% |
| 5Y | +20.8% | +42.1% | -21.3% | +3.6% |
| 10Y | +164.0% | +176.7% | -12.7% | +77.8% |
| All | +926.8% | +1,528.0% | -601.2% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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