+37.8%
XLC vs DLR
+35.6%
+2.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +0.6% | +3.4% | -2.8% | -0.4% |
| 30D | +0.2% | -2.2% | +2.5% | +0.8% |
| 3M | +0.6% | +4.7% | -4.1% | -1.4% |
| 6M | -4.5% | +9.0% | -13.5% | -7.8% |
| YTD | -4.7% | +24.1% | -28.9% | -11.9% |
| 1Y | -1.7% | +20.9% | -22.6% | -8.7% |
| 3Y | +72.3% | +60.0% | +12.2% | +41.2% |
| 5Y | +37.8% | +35.3% | +2.5% | +13.6% |
| All | +37.8% | +35.6% | +2.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling