+12.3%
XLI vs D
+23.9%
-11.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.4% |
| 7D | +0.6% | +8.5% | -7.9% | -0.2% |
| 30D | -0.4% | +14.3% | -14.7% | -1.7% |
| 3M | -8.8% | +1.8% | -10.6% | -8.9% |
| 6M | -0.4% | +13.0% | -13.4% | -1.7% |
| YTD | +10.1% | +22.7% | -12.6% | +8.0% |
| 1Y | +12.3% | +22.6% | -10.3% | +10.0% |
| All | +12.3% | +23.9% | -11.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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