+124.6%
XLP vs DRI
+367.2%
-242.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +0.7% | +2.8% | -2.1% | +0.3% |
| 30D | +10.3% | +13.3% | -3.0% | +8.2% |
| 3M | +6.5% | +8.2% | -1.6% | +5.2% |
| 6M | +8.4% | +17.5% | -9.2% | +5.5% |
| YTD | +18.2% | +26.9% | -8.7% | +13.5% |
| 1Y | +22.4% | +31.6% | -9.1% | +16.9% |
| 3Y | +41.9% | +67.0% | -25.1% | +29.7% |
| 5Y | +40.9% | +72.9% | -32.0% | +26.9% |
| All | +124.6% | +367.2% | -242.6% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling