+101.4%
XLP vs DRI
+361.6%
-260.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -0.9% | +3.8% | -4.7% | -1.5% |
| 3M | +3.8% | +13.0% | -9.2% | +1.8% |
| 6M | -1.7% | +8.3% | -10.0% | -3.1% |
| YTD | +10.3% | +20.6% | -10.4% | +6.8% |
| 1Y | +7.8% | +6.5% | +1.3% | +6.3% |
| 3Y | +27.2% | +53.7% | -26.5% | +17.7% |
| 5Y | +32.5% | +72.7% | -40.1% | +19.4% |
| All | +101.4% | +361.6% | -260.2% | +60.1% |
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