+977.6%
DRI vs XHB
+173.9%
+803.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | +3.8% | -6.9% | +10.7% | +8.2% |
| 3M | +13.0% | -1.3% | +14.3% | +13.0% |
| 6M | +8.3% | -6.8% | +15.1% | +11.4% |
| YTD | +20.6% | +0.7% | +19.9% | +17.8% |
| 1Y | +6.5% | -11.2% | +17.7% | +11.9% |
| 3Y | +53.7% | +25.3% | +28.4% | +24.6% |
| 5Y | +72.7% | +37.3% | +35.4% | +28.9% |
| 10Y | +363.2% | +211.5% | +151.6% | +110.2% |
| All | +977.6% | +173.9% | +803.8% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling