+554.9%
XLE vs DLR
+3,457.3%
-2,902.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.5% |
| 7D | -7.9% | +2.4% | -10.3% | -8.6% |
| 30D | -4.8% | +0.7% | -5.6% | -5.2% |
| 3M | +8.4% | -6.4% | +14.8% | +10.0% |
| 6M | +12.7% | -6.5% | +19.2% | +13.7% |
| YTD | +41.3% | +18.8% | +22.5% | +31.8% |
| 1Y | +42.3% | +9.0% | +33.3% | +36.2% |
| 3Y | +65.1% | +54.5% | +10.6% | +38.7% |
| 5Y | +150.2% | +35.8% | +114.4% | +112.0% |
| 10Y | +163.9% | +177.5% | -13.5% | +65.1% |
| All | +554.9% | +3,457.3% | -2,902.3% | +72.2% |
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