+217.7%
XLF vs DRI
+331.7%
-114.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +7.6% | +9.7% | -2.1% | +4.1% |
| 3M | +1.1% | +3.2% | -2.1% | -0.4% |
| 6M | +15.9% | +20.6% | -4.7% | +7.5% |
| YTD | +8.4% | +28.3% | -19.8% | -2.2% |
| 1Y | +12.5% | +34.5% | -22.0% | -0.4% |
| 3Y | +81.6% | +66.5% | +15.0% | +45.8% |
| 5Y | +59.3% | +79.6% | -20.4% | +22.4% |
| All | +217.7% | +331.7% | -114.1% | +74.8% |
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