-2.8%
XLC vs DLR
+20.8%
-23.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | -0.9% | -1.2% | +0.3% | -0.8% |
| 3M | -0.3% | +2.9% | -3.3% | -1.0% |
| 6M | -5.2% | +6.7% | -11.9% | -6.2% |
| YTD | -5.3% | +23.9% | -29.2% | -7.8% |
| 1Y | -2.8% | +18.6% | -21.4% | -4.4% |
| All | -2.8% | +20.8% | -23.6% | -4.4% |
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 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