+20.4%
XLV vs DRI
+2.4%
+18.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -3.2% | -0.3% | -3.1% |
| 30D | -1.8% | -7.8% | +6.0% | -0.7% |
| 3M | +7.8% | +0.4% | +7.4% | +7.6% |
| 6M | +9.1% | +4.8% | +4.3% | +8.1% |
| YTD | +7.7% | +16.7% | -9.0% | +4.8% |
| 1Y | +20.4% | +1.5% | +18.9% | +16.8% |
| All | +20.4% | +2.4% | +18.0% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling