+14.1%
XLI vs DRI
+1.2%
+12.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.3% | -4.8% | +2.5% | -1.6% |
| 30D | -8.2% | -5.2% | -3.0% | -7.5% |
| 3M | +0.8% | +2.7% | -2.0% | +0.1% |
| 6M | +0.8% | +3.6% | -2.8% | -0.2% |
| YTD | +10.5% | +15.4% | -4.9% | +7.8% |
| 1Y | +14.1% | +1.3% | +12.9% | +9.5% |
| All | +14.1% | +1.2% | +12.9% | +9.5% |
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