+82.8%
XLI vs DRI
+70.3%
+12.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +1.0% | -1.2% | +2.2% | +1.3% |
| 30D | -5.8% | -0.4% | -5.4% | -5.8% |
| 3M | +0.7% | +9.5% | -8.8% | -2.6% |
| 6M | +3.2% | +6.5% | -3.3% | +0.5% |
| YTD | +13.0% | +18.4% | -5.4% | +5.9% |
| 1Y | +16.8% | +4.2% | +12.6% | +13.8% |
| 3Y | +72.4% | +57.1% | +15.3% | +43.0% |
| 5Y | +82.8% | +70.4% | +12.3% | +43.5% |
| All | +82.8% | +70.3% | +12.4% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling