+33.6%
XLY vs DLR
+58.2%
-24.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | -4.3% | +0.1% | -3.0% |
| 3M | -2.7% | +3.8% | -6.5% | -4.5% |
| 6M | -0.6% | +5.8% | -6.5% | -3.2% |
| YTD | -5.0% | +23.5% | -28.6% | -12.4% |
| 1Y | -4.1% | +11.1% | -15.2% | -8.4% |
| 3Y | +33.6% | +57.9% | -24.3% | +8.3% |
| All | +33.6% | +58.2% | -24.6% | +8.3% |
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