+524.8%
XLB vs DLR
+3,472.7%
-2,947.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.5% | +0.3% | +0.1% | +0.4% |
| 30D | +6.9% | +1.2% | +5.7% | +6.3% |
| 3M | -0.2% | -4.8% | +4.6% | +1.1% |
| 6M | +3.3% | -6.1% | +9.4% | +4.6% |
| YTD | +18.0% | +19.3% | -1.3% | +9.9% |
| 1Y | +24.2% | +10.0% | +14.3% | +18.8% |
| 3Y | +44.7% | +53.8% | -9.1% | +20.7% |
| 5Y | +31.6% | +39.1% | -7.5% | +10.8% |
| 10Y | +164.2% | +188.1% | -23.9% | +63.6% |
| All | +524.8% | +3,472.7% | -2,947.8% | +67.2% |
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