+22.4%
XLP vs DOW
+45.5%
-23.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +2.3% | -6.8% | +9.2% | +2.6% |
| 30D | +9.1% | +10.8% | -1.7% | +8.7% |
| 3M | +7.9% | +4.1% | +3.7% | +7.5% |
| 6M | +9.6% | -12.7% | +22.4% | +9.6% |
| YTD | +19.4% | +39.2% | -19.8% | +11.8% |
| 1Y | +22.4% | +49.5% | -27.1% | +13.1% |
| All | +22.4% | +45.5% | -23.2% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling