+551.5%
XLE vs DLR
+3,340.7%
-2,789.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -12.0% | -3.6% | -8.4% | -11.1% |
| 30D | -2.7% | -3.5% | +0.7% | -1.9% |
| 3M | +6.6% | -8.9% | +15.5% | +9.1% |
| 6M | +9.5% | -11.6% | +21.1% | +12.4% |
| YTD | +40.6% | +14.9% | +25.7% | +32.5% |
| 1Y | +43.6% | +6.4% | +37.2% | +38.5% |
| 3Y | +58.1% | +47.3% | +10.8% | +34.8% |
| 5Y | +152.2% | +32.8% | +119.4% | +115.1% |
| 10Y | +172.9% | +169.6% | +3.4% | +72.1% |
| All | +551.5% | +3,340.7% | -2,789.2% | +73.1% |
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 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