+80.9%
XLI vs DLR
+40.9%
+40.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.6% | +2.9% | -3.5% | -1.4% |
| 30D | -6.9% | -1.2% | -5.8% | -6.7% |
| 3M | -1.9% | +2.9% | -4.9% | -3.2% |
| 6M | +1.0% | +6.7% | -5.6% | -1.3% |
| YTD | +11.3% | +23.9% | -12.5% | +4.0% |
| 1Y | +15.8% | +18.6% | -2.8% | +9.3% |
| 3Y | +69.8% | +59.7% | +10.1% | +44.6% |
| 5Y | +80.9% | +42.1% | +38.8% | +53.3% |
| All | +80.9% | +40.9% | +40.0% | +53.3% |
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