+226.1%
XLI vs DLR
+188.2%
+37.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | +3.8% | +3.3% | +0.4% | +2.7% |
| 30D | +1.0% | +4.6% | -3.5% | -0.4% |
| 3M | -8.9% | -8.3% | -0.6% | -6.7% |
| 6M | -2.3% | -5.6% | +3.3% | -1.2% |
| YTD | +9.7% | +18.7% | -9.0% | +3.2% |
| 1Y | +12.3% | +17.1% | -4.8% | +6.0% |
| 3Y | +71.5% | +54.4% | +17.1% | +45.8% |
| 5Y | +70.2% | +36.5% | +33.7% | +47.2% |
| All | +226.1% | +188.2% | +37.9% | +137.7% |
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