+1,075.5%
XLI vs DRI
+3,970.0%
-2,894.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +1.0% | +9.7% | -8.7% | -1.7% |
| 3M | -8.9% | +3.2% | -12.1% | -10.0% |
| 6M | -2.3% | +20.6% | -22.9% | -8.1% |
| YTD | +9.7% | +28.3% | -18.6% | +0.9% |
| 1Y | +12.3% | +34.5% | -22.2% | +1.8% |
| 3Y | +71.5% | +66.5% | +4.9% | +43.8% |
| 5Y | +70.2% | +79.6% | -9.5% | +38.0% |
| 10Y | +227.5% | +333.8% | -106.3% | +89.5% |
| All | +1,075.5% | +3,970.0% | -2,894.5% | +263.6% |
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