+820.5%
XLB vs DRI
+3,727.8%
-2,907.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -0.4% | +3.8% | -4.2% | -1.6% |
| 3M | +2.0% | +13.0% | -11.0% | -1.8% |
| 6M | +1.8% | +8.3% | -6.5% | -1.0% |
| YTD | +16.6% | +20.6% | -4.0% | +9.7% |
| 1Y | +16.9% | +6.5% | +10.5% | +13.7% |
| 3Y | +32.6% | +53.7% | -21.2% | +14.5% |
| 5Y | +35.6% | +72.7% | -37.0% | +11.9% |
| 10Y | +160.0% | +363.2% | -203.1% | +48.7% |
| All | +820.5% | +3,727.8% | -2,907.3% | +184.9% |
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 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