+748.0%
XLV vs DLR
+3,599.4%
-2,851.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | -4.3% | +2.5% | -1.0% |
| 3M | +7.8% | +3.8% | +4.0% | +6.5% |
| 6M | +9.1% | +5.8% | +3.3% | +7.3% |
| YTD | +7.7% | +23.5% | -15.8% | +2.4% |
| 1Y | +20.4% | +11.1% | +9.3% | +16.9% |
| 3Y | +30.8% | +57.9% | -27.1% | +15.9% |
| 5Y | +34.6% | +44.0% | -9.3% | +19.7% |
| 10Y | +173.4% | +176.0% | -2.6% | +109.0% |
| All | +748.0% | +3,599.4% | -2,851.4% | +307.6% |
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