+69.9%
XLI vs DOW
-28.2%
+98.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.8% | +5.2% | -1.5% | +2.6% |
| 30D | +1.0% | +13.2% | -12.1% | -1.8% |
| 3M | -8.9% | +10.1% | -19.0% | -11.2% |
| 6M | -2.3% | -13.1% | +10.8% | +0.6% |
| YTD | +9.7% | +46.1% | -36.4% | -5.8% |
| 1Y | +12.3% | +50.0% | -37.7% | -4.6% |
| 3Y | +71.5% | -20.2% | +91.7% | +79.5% |
| All | +69.9% | -28.2% | +98.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling