+943.2%
XBI vs DRI
+955.1%
-11.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.5% |
| 30D | +2.9% | -0.4% | +3.3% | +2.9% |
| 3M | +26.2% | +9.5% | +16.7% | +22.2% |
| 6M | +30.7% | +6.5% | +24.3% | +27.4% |
| YTD | +32.9% | +18.4% | +14.5% | +24.6% |
| 1Y | +72.3% | +4.2% | +68.1% | +67.6% |
| 3Y | +107.2% | +57.1% | +50.1% | +74.4% |
| 5Y | +23.2% | +70.4% | -47.3% | +0.4% |
| 10Y | +158.5% | +354.0% | -195.5% | +38.6% |
| All | +943.2% | +955.1% | -11.9% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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