+920.8%
DIA vs XLP
+577.3%
+343.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.9% |
| 7D | -1.6% | +3.5% | -5.1% | -4.5% |
| 30D | 0.0% | +11.6% | -11.6% | -9.1% |
| 3M | -4.9% | +7.6% | -12.6% | -11.1% |
| 6M | +5.0% | +10.0% | -5.0% | -4.1% |
| YTD | +8.2% | +19.7% | -11.5% | -8.6% |
| 1Y | +10.3% | +23.5% | -13.2% | -9.4% |
| 3Y | +58.4% | +44.0% | +14.4% | +12.5% |
| 5Y | +54.3% | +42.7% | +11.6% | +10.0% |
| 10Y | +248.6% | +131.3% | +117.2% | +63.2% |
| All | +920.8% | +577.3% | +343.5% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling