+422.3%
XLF vs DRI
+3,727.8%
-3,305.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +0.2% | +3.8% | -3.7% | -1.4% |
| 3M | +11.7% | +13.0% | -1.3% | +6.1% |
| 6M | +13.8% | +8.3% | +5.5% | +9.4% |
| YTD | +7.0% | +20.6% | -13.6% | -1.6% |
| 1Y | +9.1% | +6.5% | +2.7% | +4.9% |
| 3Y | +75.6% | +53.7% | +21.9% | +43.7% |
| 5Y | +66.4% | +72.7% | -6.2% | +27.9% |
| 10Y | +250.3% | +363.2% | -112.9% | +63.7% |
| All | +422.3% | +3,727.8% | -3,305.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling