+148.1%
XLC vs DOW
-6.9%
+155.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | 0.0% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | -2.6% | +15.7% | -18.3% | -6.2% |
| 3M | -2.1% | +5.3% | -7.4% | -3.7% |
| 6M | -5.5% | -14.2% | +8.7% | -2.6% |
| YTD | -6.9% | +43.9% | -50.8% | -18.4% |
| 1Y | -3.7% | +53.1% | -56.8% | -17.3% |
| 3Y | +64.2% | -21.8% | +86.0% | +67.0% |
| 5Y | +43.0% | -28.3% | +71.4% | +48.2% |
| All | +148.1% | -6.9% | +155.0% | +107.2% |
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