+133.6%
XLC vs DRI
+209.1%
-75.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -4.2% | +10.8% | -15.1% | -6.7% |
| 3M | -2.1% | +0.9% | -3.0% | -2.6% |
| 6M | -6.6% | +16.3% | -22.9% | -10.6% |
| YTD | -7.8% | +27.8% | -35.6% | -14.3% |
| 1Y | -4.1% | +33.9% | -37.9% | -12.0% |
| 3Y | +62.6% | +67.2% | -4.6% | +38.6% |
| 5Y | +39.6% | +79.0% | -39.4% | +15.6% |
| All | +133.6% | +209.1% | -75.5% | +71.7% |
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