+60.0%
DRI vs XHB
+29.6%
+30.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | +3.8% | -6.9% | +10.7% | +6.2% |
| 3M | +13.0% | -1.3% | +14.3% | +13.1% |
| 6M | +8.3% | -6.8% | +15.1% | +10.3% |
| YTD | +20.6% | +0.7% | +19.9% | +19.2% |
| 1Y | +6.5% | -11.2% | +17.7% | +9.7% |
| All | +60.0% | +29.6% | +30.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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