+1,076.3%
XLI vs D
+819.0%
+257.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | -0.2% | +10.7% | -10.9% | -4.4% |
| 3M | -8.6% | +2.3% | -10.8% | -9.6% |
| 6M | -2.0% | +12.5% | -14.5% | -7.1% |
| YTD | +9.7% | +20.1% | -10.3% | +1.1% |
| 1Y | +11.4% | +15.6% | -4.1% | +4.0% |
| 3Y | +74.2% | +75.2% | -1.0% | +34.2% |
| 5Y | +70.0% | +14.6% | +55.4% | +54.2% |
| 10Y | +235.2% | +43.8% | +191.5% | +166.6% |
| All | +1,076.3% | +819.0% | +257.2% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling