+235.3%
DIA vs XLP
+135.7%
+99.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | 0.0% |
| 7D | +1.6% | -0.2% | +1.8% | +1.8% |
| 30D | +1.2% | +8.2% | -6.9% | -5.3% |
| 3M | -2.4% | +7.7% | -10.1% | -8.5% |
| 6M | +5.7% | +9.3% | -3.6% | -2.7% |
| YTD | +9.9% | +19.5% | -9.6% | -6.8% |
| 1Y | +9.8% | +21.0% | -11.2% | -8.0% |
| 3Y | +59.8% | +43.2% | +16.5% | +13.1% |
| 5Y | +57.7% | +42.7% | +15.0% | +11.2% |
| All | +235.3% | +135.7% | +99.5% | +62.9% |
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