+957.4%
DIA vs XLI
+1,121.5%
-164.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -0.2% | -1.1% | +0.9% | +0.6% |
| 30D | -1.5% | -5.9% | +4.4% | +3.2% |
| 3M | +3.8% | -0.3% | +4.0% | +3.7% |
| 6M | +10.3% | +0.1% | +10.1% | +9.6% |
| YTD | +12.1% | +13.6% | -1.5% | +0.7% |
| 1Y | +18.6% | +17.2% | +1.5% | +3.9% |
| 3Y | +60.6% | +68.2% | -7.6% | +5.3% |
| 5Y | +64.4% | +80.7% | -16.3% | +1.3% |
| 10Y | +250.1% | +253.3% | -3.2% | +26.1% |
| All | +957.4% | +1,121.5% | -164.1% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling