+809.4%
XLY vs DLR
+3,599.4%
-2,790.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | -4.3% | +0.1% | -2.8% |
| 3M | -2.7% | +3.8% | -6.5% | -4.7% |
| 6M | -0.6% | +5.8% | -6.5% | -3.4% |
| YTD | -5.0% | +23.5% | -28.6% | -12.8% |
| 1Y | -4.1% | +11.1% | -15.2% | -8.8% |
| 3Y | +33.6% | +57.9% | -24.3% | +9.9% |
| 5Y | +28.7% | +44.0% | -15.3% | +7.4% |
| 10Y | +219.6% | +176.0% | +43.6% | +101.2% |
| All | +809.4% | +3,599.4% | -2,790.0% | +150.6% |
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