+28.3%
XLP vs DLR
+56.7%
-28.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -0.9% | -3.4% | +2.5% | -0.6% |
| 3M | +3.8% | +0.5% | +3.3% | +3.6% |
| 6M | -1.7% | +4.6% | -6.3% | -2.3% |
| YTD | +10.3% | +23.4% | -13.2% | +8.1% |
| 1Y | +7.8% | +19.0% | -11.2% | +5.9% |
| All | +28.3% | +56.7% | -28.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling