+251.0%
DIA vs XLB
+158.8%
+92.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | 0.0% |
| 7D | -1.2% | -2.9% | +1.7% | +0.9% |
| 30D | -2.7% | -3.4% | +0.7% | -0.3% |
| 3M | +3.3% | +1.6% | +1.7% | +1.8% |
| 6M | +10.4% | +3.6% | +6.8% | +7.0% |
| YTD | +10.0% | +14.2% | -4.3% | -1.1% |
| 1Y | +16.2% | +15.6% | +0.6% | +3.4% |
| 3Y | +58.7% | +33.1% | +25.6% | +25.9% |
| 5Y | +63.6% | +35.0% | +28.5% | +26.3% |
| 10Y | +251.0% | +164.5% | +86.5% | +58.4% |
| All | +251.0% | +158.8% | +92.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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