+166.4%
XLI vs DOW
-15.8%
+182.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | -5.9% | +0.4% | -6.3% | -6.4% |
| 3M | -0.3% | -14.4% | +14.1% | +4.3% |
| 6M | +0.1% | -7.0% | +7.1% | -0.7% |
| YTD | +13.6% | +30.2% | -16.6% | -2.2% |
| 1Y | +17.2% | +29.2% | -12.0% | -0.2% |
| 3Y | +68.2% | -36.7% | +104.9% | +88.0% |
| 5Y | +80.7% | -37.7% | +118.4% | +99.7% |
| All | +166.4% | -15.8% | +182.2% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling