+43.3%
XLP vs DOW
-27.6%
+70.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +8.3% | +15.7% | -7.4% | +6.5% |
| 3M | +8.7% | +5.3% | +3.4% | +7.9% |
| 6M | +11.2% | -14.2% | +25.4% | +12.8% |
| YTD | +20.0% | +43.9% | -23.9% | +12.3% |
| 1Y | +21.3% | +53.1% | -31.7% | +12.4% |
| 3Y | +43.8% | -21.8% | +65.7% | +46.6% |
| 5Y | +43.3% | -28.3% | +71.6% | +49.1% |
| All | +43.3% | -27.6% | +70.9% | +49.1% |
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 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