+517.1%
XLB vs DLR
+3,595.7%
-3,078.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | -0.4% | -3.4% | +3.0% | +0.6% |
| 3M | +2.0% | +0.5% | +1.5% | +1.2% |
| 6M | +1.8% | +4.6% | -2.7% | -0.4% |
| YTD | +16.6% | +23.4% | -6.8% | +7.6% |
| 1Y | +16.9% | +19.0% | -2.1% | +8.9% |
| 3Y | +32.6% | +56.5% | -24.0% | +10.0% |
| 5Y | +35.6% | +33.3% | +2.3% | +16.1% |
| 10Y | +160.0% | +165.1% | -5.1% | +66.0% |
| All | +517.1% | +3,595.7% | -3,078.5% | +63.7% |
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