+30.9%
XLB vs DLR
+36.4%
-5.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.9% |
| 7D | -1.4% | +2.4% | -3.7% | -2.0% |
| 30D | +7.1% | +0.7% | +6.4% | +6.7% |
| 3M | +0.6% | -6.4% | +7.0% | +2.2% |
| 6M | +3.5% | -6.5% | +10.0% | +4.8% |
| YTD | +18.2% | +18.8% | -0.6% | +11.3% |
| 1Y | +25.6% | +9.0% | +16.6% | +21.2% |
| 3Y | +46.7% | +54.5% | -7.8% | +23.9% |
| 5Y | +30.9% | +35.8% | -4.9% | +10.6% |
| All | +30.9% | +36.4% | -5.5% | +10.6% |
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