+43.2%
XLB vs DRI
+68.2%
-25.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.5% | +1.1% | -0.5% | +0.3% |
| 30D | +5.2% | +9.7% | -4.5% | +2.8% |
| 3M | +0.3% | +3.2% | -2.9% | -0.6% |
| 6M | +1.2% | +20.6% | -19.4% | -3.7% |
| YTD | +16.6% | +28.3% | -11.6% | +8.6% |
| 1Y | +21.4% | +34.5% | -13.1% | +11.5% |
| 3Y | +43.2% | +66.5% | -23.3% | +22.4% |
| All | +43.2% | +68.2% | -25.0% | +22.4% |
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