+73.6%
XLF vs DLR
+58.6%
+15.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | +2.9% | -3.9% | -1.6% |
| 30D | -1.3% | -1.2% | -0.1% | -1.1% |
| 3M | +9.1% | +2.9% | +6.2% | +8.2% |
| 6M | +14.4% | +6.7% | +7.7% | +12.4% |
| YTD | +5.1% | +23.9% | -18.8% | -0.1% |
| 1Y | +8.6% | +18.6% | -10.0% | +4.0% |
| All | +73.6% | +58.6% | +15.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling