+1,033.0%
XLI vs D
+823.9%
+209.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -2.8% | +3.0% | -5.8% | -4.0% |
| 30D | -3.1% | +11.5% | -14.6% | -7.4% |
| 3M | -11.7% | +3.7% | -15.5% | -13.2% |
| 6M | -7.6% | +13.5% | -21.1% | -12.7% |
| YTD | +5.7% | +20.7% | -15.0% | -2.8% |
| 1Y | +7.8% | +18.2% | -10.4% | -0.2% |
| 3Y | +67.4% | +73.3% | -5.9% | +29.6% |
| 5Y | +64.8% | +12.3% | +52.5% | +50.8% |
| 10Y | +241.2% | +43.4% | +197.8% | +171.5% |
| All | +1,033.0% | +823.9% | +209.1% | +363.6% |
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 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