+235.9%
DIA vs XLP
+129.0%
+106.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.9% | +2.3% | -1.4% | -1.0% |
| 30D | +1.1% | +9.1% | -8.0% | -6.1% |
| 3M | -2.9% | +7.9% | -10.7% | -9.0% |
| 6M | +5.9% | +9.6% | -3.7% | -2.7% |
| YTD | +9.8% | +19.4% | -9.7% | -6.9% |
| 1Y | +11.7% | +22.4% | -10.6% | -7.3% |
| 3Y | +59.5% | +43.2% | +16.4% | +13.0% |
| 5Y | +57.5% | +42.6% | +15.0% | +11.2% |
| 10Y | +235.9% | +135.4% | +100.5% | +63.4% |
| All | +235.9% | +129.0% | +106.9% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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