+135.9%
XLU vs DRI
+353.8%
-218.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | -3.3% | -7.8% | +4.5% | -2.0% |
| 3M | -3.2% | +0.4% | -3.5% | -3.4% |
| 6M | -7.0% | +4.8% | -11.8% | -8.0% |
| YTD | +0.6% | +16.7% | -16.1% | -2.5% |
| 1Y | +2.4% | +1.5% | +1.0% | +1.5% |
| 3Y | +46.3% | +56.3% | -10.0% | +33.2% |
| 5Y | +44.0% | +66.4% | -22.5% | +28.2% |
| All | +135.9% | +353.8% | -218.0% | +83.5% |
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 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