+833.6%
XLB vs DRI
+3,988.3%
-3,154.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | -1.4% | +3.1% | -4.5% | -2.2% |
| 30D | +7.1% | +16.2% | -9.1% | +2.5% |
| 3M | +0.6% | +8.4% | -7.8% | -1.9% |
| 6M | +3.5% | +19.0% | -15.5% | -2.0% |
| YTD | +18.2% | +28.8% | -10.6% | +8.9% |
| 1Y | +25.6% | +33.1% | -7.5% | +14.5% |
| 3Y | +46.7% | +70.8% | -24.1% | +22.7% |
| 5Y | +30.9% | +74.2% | -43.3% | +7.7% |
| 10Y | +167.7% | +345.5% | -177.8% | +54.6% |
| All | +833.6% | +3,988.3% | -3,154.8% | +183.0% |
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 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