+124.6%
XLP vs DLR
+166.0%
-41.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | -3.6% | +4.3% | +1.5% |
| 30D | +10.3% | -3.5% | +13.7% | +10.9% |
| 3M | +6.5% | -8.9% | +15.4% | +8.4% |
| 6M | +8.4% | -11.6% | +20.0% | +10.6% |
| YTD | +18.2% | +14.9% | +3.3% | +13.1% |
| 1Y | +22.4% | +6.4% | +16.0% | +19.2% |
| 3Y | +41.9% | +47.3% | -5.4% | +24.0% |
| 5Y | +40.9% | +32.8% | +8.1% | +24.7% |
| All | +124.6% | +166.0% | -41.4% | +58.5% |
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 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