+119.0%
XLB vs DOW
-15.8%
+134.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.9% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | -0.4% | +0.4% | -0.8% | -0.9% |
| 3M | +2.0% | -14.4% | +16.4% | +7.7% |
| 6M | +1.8% | -7.0% | +8.8% | +1.5% |
| YTD | +16.6% | +30.2% | -13.6% | -1.1% |
| 1Y | +16.9% | +29.2% | -12.3% | -1.8% |
| 3Y | +32.6% | -36.7% | +69.3% | +51.9% |
| 5Y | +35.6% | -37.7% | +73.3% | +54.5% |
| All | +119.0% | -15.8% | +134.8% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling