+14.9%
DIA vs XLU
+0.7%
+14.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | +4.1% | +9.1% | -5.0% | +2.6% |
| 3M | -1.0% | -0.4% | -0.6% | -1.1% |
| 6M | +9.7% | -4.7% | +14.3% | +10.4% |
| YTD | +12.2% | +4.3% | +7.9% | +10.9% |
| 1Y | +14.9% | +1.0% | +13.9% | +14.8% |
| All | +14.9% | +0.7% | +14.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling