+65.0%
XLF vs DLR
+39.0%
+26.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -1.6% | -2.9% | +1.2% | -1.0% |
| 3M | +9.3% | +3.2% | +6.0% | +8.0% |
| 6M | +14.6% | +3.9% | +10.7% | +12.9% |
| YTD | +4.7% | +21.4% | -16.7% | -0.9% |
| 1Y | +8.6% | +9.7% | -1.0% | +5.3% |
| 3Y | +73.9% | +56.5% | +17.3% | +50.1% |
| 5Y | +65.0% | +41.5% | +23.5% | +40.3% |
| All | +65.0% | +39.0% | +26.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling