+64.1%
DIA vs XLB
+35.6%
+28.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -2.1% | -1.7% | -0.3% | -1.0% |
| 3M | +4.2% | +4.4% | -0.2% | +1.1% |
| 6M | +11.9% | +5.0% | +6.9% | +8.0% |
| YTD | +10.8% | +15.5% | -4.6% | +0.3% |
| 1Y | +17.5% | +14.9% | +2.6% | +6.6% |
| 3Y | +59.9% | +34.5% | +25.4% | +29.8% |
| 5Y | +64.1% | +36.5% | +27.6% | +30.6% |
| All | +64.1% | +35.6% | +28.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling