+35.0%
XLB vs DOW
-35.8%
+70.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.9% | -6.0% | +3.1% | -0.9% |
| 30D | -3.4% | -2.7% | -0.6% | -2.6% |
| 3M | +1.6% | -10.5% | +12.1% | +4.8% |
| 6M | +3.6% | -12.4% | +16.1% | +5.6% |
| YTD | +14.2% | +30.0% | -15.8% | -2.1% |
| 1Y | +15.6% | +27.8% | -12.2% | -1.3% |
| 3Y | +33.1% | -34.9% | +68.0% | +55.3% |
| 5Y | +35.0% | -35.9% | +70.9% | +56.1% |
| All | +35.0% | -35.8% | +70.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling