+248.8%
XLF vs DLR
+177.5%
+71.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.2% | -4.3% | +3.1% | 0.0% |
| 3M | +9.2% | +3.8% | +5.4% | +7.6% |
| 6M | +16.3% | +5.8% | +10.5% | +13.9% |
| YTD | +5.4% | +23.5% | -18.1% | -1.3% |
| 1Y | +7.6% | +11.1% | -3.5% | +3.6% |
| 3Y | +74.2% | +57.9% | +16.3% | +48.6% |
| 5Y | +66.1% | +44.0% | +22.2% | +42.4% |
| All | +248.8% | +177.5% | +71.4% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling