+151.1%
XLF vs DOW
-15.4%
+166.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +0.2% | -2.9% | +3.1% | +1.2% |
| 30D | -0.5% | +2.0% | -2.5% | -1.6% |
| 3M | +10.6% | -12.5% | +23.2% | +15.2% |
| 6M | +14.3% | -9.2% | +23.5% | +14.8% |
| YTD | +5.5% | +30.8% | -25.2% | -10.1% |
| 1Y | +9.6% | +29.4% | -19.8% | -7.6% |
| 3Y | +75.2% | -34.6% | +109.7% | +94.5% |
| 5Y | +65.5% | -35.9% | +101.5% | +82.4% |
| All | +151.1% | -15.4% | +166.6% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling