+72.1%
XLI vs DRI
+67.6%
+4.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +0.5% | +10.8% | -10.4% | -2.0% |
| 3M | -8.6% | +0.9% | -9.5% | -8.9% |
| 6M | -2.3% | +16.3% | -18.6% | -6.3% |
| YTD | +10.1% | +27.8% | -17.7% | +2.5% |
| 1Y | +11.0% | +33.9% | -22.9% | +2.0% |
| All | +72.1% | +67.6% | +4.5% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling