+149.9%
XLE vs DLR
+32.6%
+117.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -12.0% | -3.6% | -8.4% | -11.6% |
| 30D | -2.7% | -3.5% | +0.7% | -2.4% |
| 3M | +6.6% | -8.9% | +15.5% | +7.6% |
| 6M | +9.5% | -11.6% | +21.1% | +10.8% |
| YTD | +40.6% | +14.9% | +25.7% | +36.6% |
| 1Y | +43.6% | +6.4% | +37.2% | +41.1% |
| 3Y | +58.1% | +47.3% | +10.8% | +47.7% |
| All | +149.9% | +32.6% | +117.3% | +123.0% |
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