+649.7%
XLU vs DRI
+3,657.9%
-3,008.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | +0.5% | +9.5% | -9.0% | -1.3% |
| 6M | -5.8% | +6.5% | -12.2% | -7.1% |
| YTD | +3.1% | +18.4% | -15.3% | -0.3% |
| 1Y | +8.1% | +4.2% | +3.9% | +6.6% |
| 3Y | +50.5% | +57.1% | -6.6% | +37.1% |
| 5Y | +44.7% | +70.4% | -25.7% | +28.5% |
| 10Y | +136.8% | +354.0% | -217.2% | +66.7% |
| All | +649.7% | +3,657.9% | -3,008.2% | +246.3% |
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