+235.7%
DIA vs XLP
+139.1%
+96.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -1.0% |
| 7D | +2.1% | +2.5% | -0.4% | +0.1% |
| 30D | +1.5% | +7.3% | -5.8% | -4.4% |
| 3M | -2.4% | +8.1% | -10.5% | -8.8% |
| 6M | +6.0% | +10.5% | -4.5% | -3.3% |
| YTD | +10.1% | +21.2% | -11.1% | -7.8% |
| 1Y | +11.8% | +22.7% | -10.9% | -7.4% |
| 3Y | +59.7% | +44.8% | +14.9% | +12.1% |
| 5Y | +57.9% | +44.7% | +13.2% | +10.0% |
| All | +235.7% | +139.1% | +96.6% | +61.2% |
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