+58.3%
DIA vs XLI
+69.4%
-11.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.3% |
| 7D | -1.2% | -0.6% | -0.7% | -0.8% |
| 30D | -2.7% | -6.9% | +4.3% | +2.2% |
| 3M | +3.3% | -1.9% | +5.2% | +4.3% |
| 6M | +10.4% | +1.0% | +9.4% | +9.0% |
| YTD | +10.0% | +11.3% | -1.3% | +0.8% |
| 1Y | +16.2% | +15.8% | +0.4% | +3.2% |
| All | +58.3% | +69.4% | -11.0% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling