-3.7%
XLC vs DLR
+9.7%
-13.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | +3.5% | -2.0% | +5.5% | +3.6% |
| 30D | -2.6% | +0.5% | -3.1% | -2.7% |
| 3M | -2.1% | -4.4% | +2.3% | -1.8% |
| 6M | -5.5% | -6.4% | +1.0% | -4.9% |
| YTD | -6.9% | +19.5% | -26.4% | -10.3% |
| 1Y | -3.7% | +10.5% | -14.3% | -5.3% |
| All | -3.7% | +9.7% | -13.4% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling