+250.2%
XLI vs DLR
+172.7%
+77.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -8.2% | -2.9% | -5.3% | -7.4% |
| 3M | +0.8% | +3.2% | -2.5% | -0.7% |
| 6M | +0.8% | +3.9% | -3.0% | -0.8% |
| YTD | +10.5% | +21.4% | -10.9% | +3.5% |
| 1Y | +14.1% | +9.7% | +4.5% | +10.0% |
| 3Y | +68.6% | +56.5% | +12.0% | +43.1% |
| 5Y | +80.4% | +41.5% | +38.9% | +54.6% |
| All | +250.2% | +172.7% | +77.4% | +155.2% |
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