+250.2%
XLI vs DRI
+348.7%
-98.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.3% | -4.8% | +2.5% | -0.8% |
| 30D | -8.2% | -5.2% | -3.0% | -6.7% |
| 3M | +0.8% | +2.7% | -2.0% | -0.5% |
| 6M | +0.8% | +3.6% | -2.8% | -0.9% |
| YTD | +10.5% | +15.4% | -4.9% | +4.6% |
| 1Y | +14.1% | +1.3% | +12.9% | +12.3% |
| 3Y | +68.6% | +53.1% | +15.5% | +42.8% |
| 5Y | +80.4% | +64.6% | +15.8% | +47.0% |
| All | +250.2% | +348.7% | -98.6% | +108.3% |
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