+64.4%
XLF vs DRI
+68.4%
-4.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -1.0% | -4.8% | +3.8% | +0.6% |
| 30D | -1.3% | -3.9% | +2.6% | -0.1% |
| 3M | +9.1% | +5.1% | +4.1% | +6.8% |
| 6M | +14.4% | +5.5% | +8.8% | +11.4% |
| YTD | +5.1% | +16.5% | -11.4% | -1.5% |
| 1Y | +8.6% | +2.0% | +6.6% | +6.5% |
| 3Y | +74.4% | +54.5% | +19.9% | +43.6% |
| 5Y | +64.4% | +66.6% | -2.2% | +28.1% |
| All | +64.4% | +68.4% | -4.0% | +28.1% |
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