+122.5%
XLB vs DOW
-6.9%
+129.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -1.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +7.2% | +15.7% | -8.5% | +0.7% |
| 3M | 0.0% | +5.3% | -5.3% | -2.7% |
| 6M | +2.3% | -14.2% | +16.5% | +7.5% |
| YTD | +18.4% | +43.9% | -25.5% | -4.0% |
| 1Y | +23.3% | +53.1% | -29.7% | -3.2% |
| 3Y | +45.2% | -21.8% | +67.0% | +50.3% |
| 5Y | +31.0% | -28.3% | +59.3% | +40.2% |
| All | +122.5% | -6.9% | +129.4% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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