+28.4%
XLY vs DRI
+65.5%
-37.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -1.7% | -3.2% | +1.5% | -0.3% |
| 30D | -4.2% | -7.8% | +3.6% | -0.8% |
| 3M | -2.7% | +0.4% | -3.0% | -3.3% |
| 6M | -0.6% | +4.8% | -5.4% | -3.6% |
| YTD | -5.0% | +16.7% | -21.8% | -13.0% |
| 1Y | -4.1% | +1.5% | -5.6% | -6.4% |
| 3Y | +33.6% | +56.3% | -22.7% | +1.2% |
| All | +28.4% | +65.5% | -37.1% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling