+101.4%
XLP vs DLR
+164.2%
-62.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | -0.9% | -3.4% | +2.5% | -0.2% |
| 3M | +3.8% | +0.5% | +3.3% | +3.2% |
| 6M | -1.7% | +4.6% | -6.3% | -3.3% |
| YTD | +10.3% | +23.4% | -13.2% | +4.1% |
| 1Y | +7.8% | +19.0% | -11.2% | +2.3% |
| 3Y | +27.2% | +56.5% | -29.3% | +9.8% |
| 5Y | +32.5% | +33.3% | -0.8% | +18.1% |
| All | +101.4% | +164.2% | -62.9% | +44.7% |
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 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