+1,117.4%
XLI vs D
+786.7%
+330.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.1% | +1.5% | -2.5% | -1.6% |
| 30D | -5.9% | -2.6% | -3.4% | -5.0% |
| 3M | -0.3% | 0.0% | -0.3% | -0.4% |
| 6M | +0.1% | +7.4% | -7.2% | -3.2% |
| YTD | +13.6% | +15.9% | -2.3% | +6.4% |
| 1Y | +17.2% | +18.1% | -0.9% | +8.6% |
| 3Y | +68.2% | +58.4% | +9.8% | +35.0% |
| 5Y | +80.7% | +5.2% | +75.5% | +70.0% |
| 10Y | +253.3% | +35.9% | +217.4% | +187.9% |
| All | +1,117.4% | +786.7% | +330.7% | +407.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling