+935.6%
DIA vs XLB
+834.1%
+101.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +1.1% | +6.9% | -5.8% | -3.0% |
| 3M | -2.9% | -0.2% | -2.7% | -2.9% |
| 6M | +5.9% | +3.3% | +2.6% | +3.4% |
| YTD | +9.8% | +18.0% | -8.3% | -1.7% |
| 1Y | +11.7% | +24.2% | -12.5% | -3.1% |
| 3Y | +59.5% | +44.7% | +14.8% | +25.1% |
| 5Y | +57.5% | +31.6% | +26.0% | +29.9% |
| 10Y | +235.9% | +164.2% | +71.7% | +79.3% |
| All | +935.6% | +834.1% | +101.5% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling