+281.1%
XLF vs DLR
+3,617.4%
-3,336.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +0.2% | +3.4% | -3.2% | -1.5% |
| 30D | -0.5% | -2.2% | +1.7% | +0.4% |
| 3M | +10.6% | +4.7% | +5.9% | +7.1% |
| 6M | +14.3% | +9.0% | +5.3% | +8.1% |
| YTD | +5.5% | +24.1% | -18.6% | -6.8% |
| 1Y | +9.6% | +20.9% | -11.4% | -2.5% |
| 3Y | +75.2% | +60.0% | +15.1% | +29.6% |
| 5Y | +65.5% | +35.3% | +30.2% | +27.6% |
| 10Y | +246.4% | +165.8% | +80.7% | +63.4% |
| All | +281.1% | +3,617.4% | -3,336.3% | -48.5% |
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