+931.0%
DIA vs XLY
+1,103.4%
-172.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -3.0% | -3.9% | +0.9% | -0.4% |
| 30D | -3.0% | -6.1% | +3.1% | +1.1% |
| 3M | +4.5% | -1.2% | +5.6% | +4.9% |
| 6M | +9.8% | -1.8% | +11.5% | +10.5% |
| YTD | +9.3% | -5.9% | +15.2% | +13.1% |
| 1Y | +16.0% | -3.1% | +19.1% | +17.3% |
| 3Y | +57.7% | +36.0% | +21.8% | +24.1% |
| 5Y | +63.8% | +27.6% | +36.2% | +29.5% |
| 10Y | +248.8% | +216.8% | +32.0% | +45.0% |
| All | +931.0% | +1,103.4% | -172.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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