+235.7%
DIA vs XLI
+225.1%
+10.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +2.1% | +3.8% | -1.6% | -0.9% |
| 30D | +1.5% | +1.0% | +0.4% | +0.5% |
| 3M | -2.4% | -8.9% | +6.5% | +4.9% |
| 6M | +6.0% | -2.3% | +8.2% | +7.3% |
| YTD | +10.1% | +9.7% | +0.4% | +1.1% |
| 1Y | +11.8% | +12.3% | -0.5% | +0.6% |
| 3Y | +59.7% | +71.5% | -11.8% | +0.7% |
| 5Y | +57.9% | +70.2% | -12.3% | -0.5% |
| All | +235.7% | +225.1% | +10.6% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling