+167.4%
XLB vs DRI
+355.9%
-188.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.4% |
| 7D | -0.2% | -1.2% | +1.0% | +0.1% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | +4.4% | +9.5% | -5.2% | +1.3% |
| 6M | +5.0% | +6.5% | -1.4% | +2.5% |
| YTD | +15.5% | +18.4% | -2.9% | +8.8% |
| 1Y | +14.9% | +4.2% | +10.7% | +12.3% |
| 3Y | +34.5% | +57.1% | -22.6% | +14.3% |
| 5Y | +36.5% | +70.4% | -33.9% | +11.6% |
| All | +167.4% | +355.9% | -188.6% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling