+246.5%
XLF vs DRI
+348.7%
-102.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.9% | -4.8% | +1.9% | -1.2% |
| 30D | -1.6% | -5.2% | +3.6% | +0.1% |
| 3M | +9.3% | +2.7% | +6.5% | +7.7% |
| 6M | +14.6% | +3.6% | +11.0% | +12.3% |
| YTD | +4.7% | +15.4% | -10.7% | -1.7% |
| 1Y | +8.6% | +1.3% | +7.4% | +6.6% |
| 3Y | +73.9% | +53.1% | +20.7% | +43.9% |
| 5Y | +65.0% | +64.6% | +0.5% | +30.8% |
| All | +246.5% | +348.7% | -102.2% | +83.6% |
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