+645.5%
XLP vs DLR
+3,551.7%
-2,906.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.9% |
| 7D | +5.9% | +2.8% | +3.0% | +5.3% |
| 30D | +13.5% | +2.8% | +10.7% | +12.7% |
| 3M | +8.4% | -4.0% | +12.4% | +9.0% |
| 6M | +11.5% | -5.6% | +17.1% | +12.1% |
| YTD | +20.6% | +21.9% | -1.3% | +15.1% |
| 1Y | +24.3% | +13.0% | +11.3% | +20.3% |
| 3Y | +45.1% | +52.2% | -7.2% | +30.1% |
| 5Y | +44.6% | +40.3% | +4.3% | +29.7% |
| 10Y | +133.1% | +186.1% | -53.0% | +79.1% |
| All | +645.5% | +3,551.7% | -2,906.2% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling