+40.4%
XLB vs DRI
+66.4%
-26.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.5% | +2.8% | -4.3% | -2.2% |
| 30D | +6.1% | +13.3% | -7.2% | +2.9% |
| 3M | 0.0% | +8.2% | -8.1% | -2.1% |
| 6M | 0.0% | +17.5% | -17.6% | -4.3% |
| YTD | +16.0% | +26.9% | -10.9% | +8.2% |
| 1Y | +24.7% | +31.6% | -6.8% | +15.1% |
| 3Y | +40.4% | +67.0% | -26.6% | +17.2% |
| All | +40.4% | +66.4% | -26.1% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling