+119.1%
XLB vs DOW
-5.5%
+124.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.5% | +5.2% | -4.7% | -1.6% |
| 30D | +5.2% | +13.2% | -8.0% | -0.3% |
| 3M | +0.3% | +10.1% | -9.8% | -4.2% |
| 6M | +1.2% | -13.1% | +14.2% | +5.7% |
| YTD | +16.6% | +46.1% | -29.5% | -6.0% |
| 1Y | +21.4% | +50.0% | -28.6% | -3.7% |
| 3Y | +43.2% | -20.2% | +63.5% | +47.0% |
| 5Y | +28.0% | -27.7% | +55.7% | +36.7% |
| All | +119.1% | -5.5% | +124.6% | +79.2% |
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