+72.3%
XLC vs DLR
+57.6%
+14.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +0.6% | +3.4% | -2.8% | -0.2% |
| 30D | +0.2% | -2.2% | +2.5% | +0.7% |
| 3M | +0.6% | +4.7% | -4.1% | -0.9% |
| 6M | -4.5% | +9.0% | -13.5% | -7.0% |
| YTD | -4.7% | +24.1% | -28.9% | -10.4% |
| 1Y | -1.7% | +20.9% | -22.6% | -7.2% |
| 3Y | +72.3% | +60.0% | +12.2% | +47.2% |
| All | +72.3% | +57.6% | +14.7% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling