+869.9%
XBI vs DRI
+1,042.8%
-172.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.1% | +1.1% | -2.1% | -1.4% |
| 30D | +2.6% | +9.7% | -7.1% | -0.4% |
| 3M | -4.0% | +3.2% | -7.2% | -5.3% |
| 6M | +10.9% | +20.6% | -9.6% | +3.8% |
| YTD | +23.6% | +28.3% | -4.7% | +12.7% |
| 1Y | +35.1% | +34.5% | +0.6% | +21.2% |
| 3Y | +125.2% | +66.5% | +58.6% | +85.7% |
| 5Y | +19.7% | +79.6% | -59.9% | -4.1% |
| 10Y | +130.6% | +333.8% | -203.2% | +25.3% |
| All | +869.9% | +1,042.8% | -172.9% | +236.0% |
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