+573.3%
XLE vs DLR
+3,595.7%
-3,022.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | +1.6% | +0.6% | +1.7% |
| 30D | +11.8% | -3.4% | +15.1% | +12.8% |
| 3M | +9.8% | +0.5% | +9.3% | +8.9% |
| 6M | +15.6% | +4.6% | +11.0% | +12.8% |
| YTD | +45.3% | +23.4% | +21.8% | +34.4% |
| 1Y | +48.3% | +19.0% | +29.3% | +38.4% |
| 3Y | +55.4% | +56.5% | -1.1% | +30.1% |
| 5Y | +216.1% | +33.3% | +182.8% | +170.1% |
| 10Y | +178.4% | +165.1% | +13.3% | +77.6% |
| All | +573.3% | +3,595.7% | -3,022.3% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling