+64.9%
XLC vs DLR
+53.1%
+11.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.7% |
| 7D | +7.1% | +2.4% | +4.7% | +6.5% |
| 30D | -2.7% | +0.7% | -3.5% | -3.0% |
| 3M | -3.2% | -6.4% | +3.3% | -2.1% |
| 6M | -7.7% | -6.5% | -1.1% | -6.8% |
| YTD | -8.0% | +18.8% | -26.8% | -12.8% |
| 1Y | -3.1% | +9.0% | -12.1% | -6.1% |
| 3Y | +64.9% | +54.5% | +10.4% | +41.9% |
| All | +64.9% | +53.1% | +11.8% | +41.9% |
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