+106.9%
XLP vs DOW
-5.5%
+112.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.5% | +5.2% | -2.7% | +1.6% |
| 30D | +7.3% | +13.2% | -5.9% | +5.0% |
| 3M | +8.1% | +10.1% | -2.0% | +6.1% |
| 6M | +10.5% | -13.1% | +23.6% | +12.7% |
| YTD | +21.2% | +46.1% | -24.9% | +10.8% |
| 1Y | +22.7% | +50.0% | -27.3% | +11.4% |
| 3Y | +44.8% | -20.2% | +65.0% | +46.2% |
| 5Y | +44.7% | -27.7% | +72.4% | +47.6% |
| All | +106.9% | -5.5% | +112.4% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling