+10.7%
XLI vs D
+16.4%
-5.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.5% | +2.4% | -3.9% | -1.7% |
| 30D | -0.3% | +10.9% | -11.2% | -1.4% |
| 3M | -8.4% | +2.8% | -11.2% | -8.6% |
| 6M | -2.1% | +12.7% | -14.8% | -3.5% |
| YTD | +9.6% | +20.3% | -10.7% | +7.5% |
| 1Y | +10.7% | +17.1% | -6.4% | +8.7% |
| All | +10.7% | +16.4% | -5.8% | +8.7% |
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