+139.9%
XLC vs DLR
+135.3%
+4.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.4% | +2.9% | -4.3% | -2.3% |
| 30D | -0.9% | -1.2% | +0.3% | -0.6% |
| 3M | -0.3% | +2.9% | -3.3% | -1.9% |
| 6M | -5.2% | +6.7% | -11.9% | -7.9% |
| YTD | -5.3% | +23.9% | -29.2% | -12.8% |
| 1Y | -2.8% | +18.6% | -21.4% | -9.5% |
| 3Y | +71.2% | +59.7% | +11.5% | +40.1% |
| 5Y | +37.6% | +42.1% | -4.5% | +14.8% |
| All | +139.9% | +135.3% | +4.6% | +62.4% |
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