+153.9%
XLC vs DOW
-15.2%
+169.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | +0.2% | -4.1% | +4.3% | +1.1% |
| 3M | +0.7% | -12.4% | +13.1% | +3.6% |
| 6M | -4.5% | -10.6% | +6.2% | -3.5% |
| YTD | -4.7% | +31.1% | -35.8% | -14.3% |
| 1Y | -1.5% | +30.5% | -32.0% | -12.0% |
| 3Y | +72.2% | -34.4% | +106.6% | +84.6% |
| 5Y | +39.3% | -35.5% | +74.8% | +48.4% |
| All | +153.9% | -15.2% | +169.1% | +117.6% |
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