+14.9%
DIA vs XLI
+12.2%
+2.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | +4.1% | -0.4% | +4.5% | +4.3% |
| 3M | -1.0% | -8.8% | +7.8% | +4.1% |
| 6M | +9.7% | -0.4% | +10.0% | +9.2% |
| YTD | +12.2% | +10.1% | +2.1% | +4.0% |
| 1Y | +14.9% | +12.3% | +2.6% | +4.8% |
| All | +14.9% | +12.2% | +2.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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