+974.4%
XEL vs DLR
+3,455.1%
-2,480.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +2.4% | +3.3% | -0.9% | +1.6% |
| 30D | +8.3% | +4.6% | +3.7% | +7.0% |
| 3M | +4.2% | -8.3% | +12.4% | +6.1% |
| 6M | +3.7% | -5.6% | +9.4% | +4.6% |
| YTD | +13.1% | +18.7% | -5.7% | +7.8% |
| 1Y | +5.0% | +17.1% | -12.1% | +0.4% |
| 3Y | +55.0% | +54.4% | +0.6% | +35.7% |
| 5Y | +51.8% | +36.5% | +15.3% | +34.5% |
| 10Y | +185.6% | +187.7% | -2.1% | +112.6% |
| All | +974.4% | +3,455.1% | -2,480.7% | +390.3% |
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