-3.7%
XLC vs DOW
+53.6%
-57.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | -2.6% | +15.7% | -18.3% | -2.1% |
| 3M | -2.1% | +5.3% | -7.4% | -1.9% |
| 6M | -5.5% | -14.2% | +8.7% | -5.8% |
| YTD | -6.9% | +43.9% | -50.8% | -9.3% |
| 1Y | -3.7% | +53.1% | -56.8% | -6.8% |
| All | -3.7% | +53.6% | -57.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling