+55.0%
XEL vs DLR
+54.1%
+0.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +2.4% | +3.3% | -0.9% | +2.0% |
| 30D | +8.3% | +4.6% | +3.7% | +7.6% |
| 3M | +4.2% | -8.3% | +12.4% | +5.2% |
| 6M | +3.7% | -5.6% | +9.4% | +4.3% |
| YTD | +13.1% | +18.7% | -5.7% | +11.1% |
| 1Y | +5.0% | +17.1% | -12.1% | +3.3% |
| 3Y | +55.0% | +54.4% | +0.6% | +44.4% |
| All | +55.0% | +54.1% | +0.9% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling