+37.8%
XLC vs DOW
-37.1%
+74.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.6% | -2.9% | +3.5% | +1.2% |
| 30D | +0.2% | +2.0% | -1.7% | -0.3% |
| 3M | +0.6% | -12.5% | +13.2% | +3.1% |
| 6M | -4.5% | -9.2% | +4.7% | -4.3% |
| YTD | -4.7% | +30.8% | -35.5% | -14.2% |
| 1Y | -1.7% | +29.4% | -31.0% | -11.8% |
| 3Y | +72.3% | -34.6% | +106.8% | +90.6% |
| 5Y | +37.8% | -35.9% | +73.7% | +50.8% |
| All | +37.8% | -37.1% | +74.9% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling