+164.5%
XLB vs DLR
+168.0%
-3.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -2.9% | +2.9% | -5.8% | -3.8% |
| 30D | -3.4% | -1.2% | -2.2% | -3.1% |
| 3M | +1.6% | +2.9% | -1.3% | +0.3% |
| 6M | +3.6% | +6.7% | -3.0% | +1.1% |
| YTD | +14.2% | +23.9% | -9.6% | +6.5% |
| 1Y | +15.6% | +18.6% | -3.0% | +8.8% |
| 3Y | +33.1% | +59.7% | -26.6% | +12.1% |
| 5Y | +35.0% | +42.1% | -7.0% | +15.3% |
| 10Y | +164.5% | +176.7% | -12.2% | +89.5% |
| All | +164.5% | +168.0% | -3.5% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling