+164.5%
XLB vs DRI
+348.4%
-183.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.6% |
| 7D | -2.9% | -4.8% | +1.9% | -1.5% |
| 30D | -3.4% | -3.9% | +0.6% | -2.3% |
| 3M | +1.6% | +5.1% | -3.5% | -0.1% |
| 6M | +3.6% | +5.5% | -1.9% | +1.4% |
| YTD | +14.2% | +16.5% | -2.2% | +8.2% |
| 1Y | +15.6% | +2.0% | +13.6% | +13.7% |
| 3Y | +33.1% | +54.5% | -21.4% | +13.7% |
| 5Y | +35.1% | +66.6% | -31.5% | +11.2% |
| 10Y | +164.5% | +353.6% | -189.1% | +58.0% |
| All | +164.5% | +348.4% | -183.9% | +58.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling