+9.1%
XLF vs DOW
+30.0%
-20.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +11.7% | -14.4% | +26.1% | +12.0% |
| 6M | +13.8% | -7.0% | +20.8% | +12.4% |
| YTD | +7.0% | +30.2% | -23.2% | +1.7% |
| 1Y | +9.1% | +29.2% | -20.1% | +3.3% |
| All | +9.1% | +30.0% | -20.9% | +3.3% |
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