+41.9%
XLP vs DOW
-24.9%
+66.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | +0.7% | -9.5% | +10.2% | +1.4% |
| 30D | +10.3% | +13.1% | -2.8% | +9.2% |
| 3M | +6.5% | +4.8% | +1.7% | +6.0% |
| 6M | +8.4% | -16.7% | +25.0% | +9.6% |
| YTD | +18.2% | +38.9% | -20.7% | +13.0% |
| 1Y | +22.4% | +48.3% | -25.9% | +16.2% |
| 3Y | +41.9% | -24.4% | +66.2% | +40.0% |
| All | +41.9% | -24.9% | +66.8% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling