+15.8%
XLI vs D
+17.3%
-1.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | -6.9% | -2.1% | -4.9% | -6.7% |
| 3M | -1.9% | -0.7% | -1.2% | -1.9% |
| 6M | +1.0% | +5.6% | -4.5% | +0.2% |
| YTD | +11.3% | +14.6% | -3.2% | +9.6% |
| 1Y | +15.8% | +15.3% | +0.5% | +13.7% |
| All | +15.8% | +17.3% | -1.5% | +13.7% |
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