+11.8%
DIA vs XLB
+20.6%
-8.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +1.5% | +5.2% | -3.7% | -0.8% |
| 3M | -2.4% | +0.3% | -2.7% | -2.5% |
| 6M | +6.0% | +1.2% | +4.8% | +5.3% |
| YTD | +10.1% | +16.6% | -6.6% | +0.8% |
| 1Y | +11.8% | +21.4% | -9.6% | 0.0% |
| All | +11.8% | +20.6% | -8.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling