+945.4%
DIA vs XLU
+639.3%
+306.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | +0.1% | +2.1% | -2.0% | -1.1% |
| 30D | -2.1% | -0.4% | -1.7% | -1.9% |
| 3M | +4.2% | +0.5% | +3.7% | +3.6% |
| 6M | +11.9% | -5.8% | +17.7% | +15.3% |
| YTD | +10.8% | +3.1% | +7.7% | +8.1% |
| 1Y | +17.5% | +8.1% | +9.4% | +11.3% |
| 3Y | +59.9% | +50.5% | +9.4% | +22.6% |
| 5Y | +64.1% | +44.7% | +19.4% | +27.4% |
| 10Y | +246.2% | +136.8% | +109.4% | +94.4% |
| All | +945.4% | +639.3% | +306.2% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling