+44.0%
XLP vs DLR
+53.1%
-9.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | +8.9% | +0.7% | +8.2% | +8.9% |
| 3M | +7.5% | -6.4% | +13.9% | +7.9% |
| 6M | +9.4% | -6.5% | +16.0% | +9.8% |
| YTD | +19.3% | +18.8% | +0.5% | +17.2% |
| 1Y | +21.7% | +9.0% | +12.7% | +20.5% |
| 3Y | +44.0% | +54.5% | -10.5% | +35.0% |
| All | +44.0% | +53.1% | -9.1% | +35.0% |
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