+133.1%
XLC vs DRI
+211.6%
-78.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +2.1% |
| 7D | +7.1% | +3.1% | +4.0% | +6.2% |
| 30D | -2.7% | +16.2% | -19.0% | -6.4% |
| 3M | -3.2% | +8.4% | -11.5% | -5.4% |
| 6M | -7.7% | +19.0% | -26.7% | -12.1% |
| YTD | -8.0% | +28.8% | -36.8% | -14.6% |
| 1Y | -3.1% | +33.1% | -36.2% | -10.9% |
| 3Y | +64.9% | +70.8% | -5.9% | +39.8% |
| 5Y | +39.5% | +74.2% | -34.7% | +16.2% |
| All | +133.1% | +211.6% | -78.5% | +71.1% |
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