+177.8%
XLE vs DLR
+177.5%
+0.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +6.7% | -4.3% | +11.0% | +7.6% |
| 3M | +14.9% | +3.8% | +11.0% | +13.6% |
| 6M | +15.9% | +5.8% | +10.1% | +13.8% |
| YTD | +47.7% | +23.5% | +24.2% | +40.2% |
| 1Y | +50.7% | +11.1% | +39.6% | +46.1% |
| 3Y | +57.9% | +57.9% | 0.0% | +40.0% |
| 5Y | +227.0% | +44.0% | +183.0% | +191.8% |
| All | +177.8% | +177.5% | +0.4% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling