+247.6%
DIA vs XLU
+140.5%
+107.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -1.6% | 0.0% | -0.7% |
| 30D | -2.0% | -3.3% | +1.3% | -0.4% |
| 3M | +3.6% | -3.2% | +6.8% | +5.2% |
| 6M | +11.5% | -7.0% | +18.5% | +15.3% |
| YTD | +10.4% | +0.6% | +9.7% | +9.2% |
| 1Y | +15.6% | +2.4% | +13.1% | +13.1% |
| 3Y | +58.9% | +46.3% | +12.6% | +26.1% |
| 5Y | +65.3% | +44.0% | +21.4% | +31.0% |
| All | +247.6% | +140.5% | +107.1% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling