+8.6%
XLF vs DRI
+1.2%
+7.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.9% | -4.8% | +1.9% | -2.2% |
| 30D | -1.6% | -5.2% | +3.6% | -0.9% |
| 3M | +9.3% | +2.7% | +6.5% | +8.5% |
| 6M | +14.6% | +3.6% | +11.0% | +13.4% |
| YTD | +4.7% | +15.4% | -10.7% | +1.7% |
| 1Y | +8.6% | +1.3% | +7.4% | +5.1% |
| All | +8.6% | +1.2% | +7.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling