+590.0%
XLU vs DLR
+3,609.2%
-3,019.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | +2.9% | -2.3% | -0.1% |
| 30D | -0.4% | -1.2% | +0.7% | -0.2% |
| 3M | -1.7% | +2.9% | -4.7% | -2.9% |
| 6M | -7.1% | +6.7% | -13.8% | -9.1% |
| YTD | +1.9% | +23.9% | -21.9% | -4.1% |
| 1Y | +6.1% | +18.6% | -12.5% | +0.8% |
| 3Y | +48.8% | +59.7% | -10.9% | +29.0% |
| 5Y | +43.8% | +42.1% | +1.7% | +26.2% |
| 10Y | +143.2% | +176.7% | -33.5% | +80.5% |
| All | +590.0% | +3,609.2% | -3,019.2% | +201.2% |
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