Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • XLI vs DRI✓SelectedUSD · DRIXLI vs DRI performance historyLatest closeAs of-0.72%09/10
Stock and ETF performance explorer

XLI vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+250.2%
DRI return
+348.7%
Excess return
-98.6%
Maximum drawdown
-42.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
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