+62.3%
XLC vs DOW
-24.2%
+86.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.6% |
| 7D | +7.1% | -9.4% | +16.5% | +8.1% |
| 30D | -2.7% | +8.9% | -11.7% | -3.8% |
| 3M | -3.2% | +6.7% | -9.9% | -4.1% |
| 6M | -7.7% | -14.2% | +6.5% | -6.3% |
| YTD | -8.0% | +36.9% | -44.9% | -14.6% |
| 1Y | -3.1% | +45.8% | -48.8% | -11.3% |
| All | +62.3% | -24.2% | +86.5% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling