+822.6%
XLI vs DLR
+3,595.7%
-2,773.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +1.6% | -2.6% | -1.6% |
| 30D | -5.9% | -3.4% | -2.6% | -5.0% |
| 3M | -0.3% | +0.5% | -0.8% | -0.9% |
| 6M | +0.1% | +4.6% | -4.4% | -1.8% |
| YTD | +13.6% | +23.4% | -9.8% | +5.4% |
| 1Y | +17.2% | +19.0% | -1.8% | +9.7% |
| 3Y | +68.2% | +56.5% | +11.7% | +41.6% |
| 5Y | +80.7% | +33.3% | +47.4% | +56.5% |
| 10Y | +253.3% | +165.1% | +88.1% | +134.2% |
| All | +822.6% | +3,595.7% | -2,773.1% | +175.7% |
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 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