+41.9%
XLP vs DLR
+44.1%
-2.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +0.7% | -3.6% | +4.3% | +0.9% |
| 30D | +10.3% | -3.5% | +13.7% | +10.5% |
| 3M | +6.5% | -8.9% | +15.4% | +7.1% |
| 6M | +8.4% | -11.6% | +20.0% | +9.2% |
| YTD | +18.2% | +14.9% | +3.3% | +16.4% |
| 1Y | +22.4% | +6.4% | +16.0% | +21.3% |
| 3Y | +41.9% | +47.3% | -5.4% | +33.4% |
| All | +41.9% | +44.1% | -2.2% | +33.4% |
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