+53.3%
DIA vs XLP
+40.8%
+12.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.4% |
| 7D | -0.9% | +0.7% | -1.7% | -1.4% |
| 30D | +0.3% | +10.3% | -10.0% | -5.7% |
| 3M | -4.5% | +6.5% | -11.0% | -8.3% |
| 6M | +3.4% | +8.4% | -5.0% | -2.2% |
| YTD | +7.8% | +18.2% | -10.4% | -4.5% |
| 1Y | +10.7% | +22.4% | -11.7% | -4.4% |
| 3Y | +57.5% | +41.9% | +15.6% | +19.4% |
| All | +53.3% | +40.8% | +12.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling