+1,101.4%
XLY vs DRI
+3,596.1%
-2,494.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -2.1% | -4.8% | +2.7% | -0.5% |
| 30D | -6.0% | -3.9% | -2.1% | -4.9% |
| 3M | -2.7% | +5.1% | -7.8% | -4.7% |
| 6M | -1.5% | +5.5% | -7.0% | -3.8% |
| YTD | -5.4% | +16.5% | -21.9% | -11.0% |
| 1Y | -3.8% | +2.0% | -5.8% | -5.7% |
| 3Y | +36.6% | +54.5% | -17.9% | +15.1% |
| 5Y | +27.4% | +66.6% | -39.2% | +4.2% |
| 10Y | +218.2% | +353.6% | -135.4% | +68.0% |
| All | +1,101.4% | +3,596.1% | -2,494.7% | +204.3% |
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