+30.5%
XEL vs DLR
+39.0%
-8.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.6% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -2.9% | -2.9% | 0.0% | -2.3% |
| 3M | -2.7% | +3.2% | -5.9% | -3.6% |
| 6M | -6.5% | +3.9% | -10.4% | -7.5% |
| YTD | +3.6% | +21.4% | -17.8% | -0.9% |
| 1Y | +7.5% | +9.7% | -2.2% | +4.9% |
| 3Y | +46.3% | +56.5% | -10.2% | +27.7% |
| 5Y | +30.5% | +41.5% | -11.0% | +12.1% |
| All | +30.5% | +39.0% | -8.5% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling