+249.2%
DIA vs XLP
+101.8%
+147.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -0.2% | -1.0% | +0.8% | +0.7% |
| 30D | -1.5% | -0.9% | -0.6% | -0.9% |
| 3M | +3.8% | +3.8% | -0.1% | 0.0% |
| 6M | +10.3% | -1.7% | +12.0% | +11.1% |
| YTD | +12.1% | +10.3% | +1.8% | +1.9% |
| 1Y | +18.6% | +7.8% | +10.8% | +9.7% |
| 3Y | +60.6% | +27.2% | +33.4% | +26.5% |
| 5Y | +64.4% | +32.5% | +31.9% | +23.8% |
| All | +249.2% | +101.8% | +147.5% | +90.1% |
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