+1,117.4%
XLI vs DRI
+3,727.8%
-2,610.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.1% | +0.6% | -1.6% | -1.2% |
| 30D | -5.9% | +3.8% | -9.8% | -7.1% |
| 3M | -0.3% | +13.0% | -13.3% | -4.1% |
| 6M | +0.1% | +8.3% | -8.2% | -2.8% |
| YTD | +13.6% | +20.6% | -7.0% | +6.6% |
| 1Y | +17.2% | +6.5% | +10.7% | +13.8% |
| 3Y | +68.2% | +53.7% | +14.5% | +44.7% |
| 5Y | +80.7% | +72.7% | +8.0% | +48.3% |
| 10Y | +253.3% | +363.2% | -109.9% | +101.3% |
| All | +1,117.4% | +3,727.8% | -2,610.4% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling