+16.2%
DIA vs XLB
+14.3%
+1.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | -1.2% | -2.9% | +1.7% | +0.1% |
| 30D | -2.7% | -3.4% | +0.7% | -1.1% |
| 3M | +3.3% | +1.6% | +1.7% | +2.3% |
| 6M | +10.4% | +3.6% | +6.8% | +8.1% |
| YTD | +10.0% | +14.2% | -4.3% | +2.1% |
| 1Y | +16.2% | +15.6% | +0.6% | +6.7% |
| All | +16.2% | +14.3% | +1.9% | +6.7% |
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