+137.2%
XLP vs DLR
+190.0%
-52.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | +8.3% | +0.5% | +7.8% | +8.0% |
| 3M | +8.7% | -4.4% | +13.1% | +9.4% |
| 6M | +11.2% | -6.4% | +17.6% | +12.0% |
| YTD | +20.0% | +19.5% | +0.5% | +13.9% |
| 1Y | +21.3% | +10.5% | +10.8% | +17.2% |
| 3Y | +43.8% | +54.0% | -10.2% | +24.5% |
| 5Y | +43.3% | +39.7% | +3.6% | +25.4% |
| All | +137.2% | +190.0% | -52.8% | +68.0% |
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