+46.6%
XLE vs DLR
+12.6%
+34.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.6% |
| 7D | +4.4% | +5.0% | -0.7% | +4.6% |
| 30D | -4.3% | +3.0% | -7.3% | -4.0% |
| 3M | +6.0% | -6.3% | +12.3% | +5.7% |
| 6M | +13.2% | -4.8% | +18.0% | +13.4% |
| YTD | +46.7% | +21.0% | +25.7% | +43.0% |
| 1Y | +46.6% | +15.1% | +31.5% | +43.7% |
| All | +46.6% | +12.6% | +34.0% | +43.7% |
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