+46.3%
XLU vs DLR
+58.2%
-12.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -3.3% | -4.3% | +1.0% | -2.3% |
| 3M | -3.2% | +3.8% | -7.0% | -4.4% |
| 6M | -7.0% | +5.8% | -12.8% | -8.6% |
| YTD | +0.6% | +23.5% | -22.9% | -5.0% |
| 1Y | +2.4% | +11.1% | -8.6% | -0.8% |
| 3Y | +46.3% | +57.9% | -11.6% | +25.0% |
| All | +46.3% | +58.2% | -12.0% | +25.0% |
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