+37.7%
XLC vs DRI
+72.9%
-35.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +1.0% | +3.8% | -2.8% | -0.3% |
| 3M | -0.7% | +13.0% | -13.7% | -4.8% |
| 6M | -5.1% | +8.3% | -13.5% | -8.1% |
| YTD | -4.3% | +20.6% | -24.9% | -11.1% |
| 1Y | -0.6% | +6.5% | -7.0% | -3.8% |
| 3Y | +72.7% | +53.7% | +19.0% | +41.9% |
| All | +37.7% | +72.9% | -35.2% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling