+101.8%
XLP vs DOW
-10.2%
+112.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +0.7% | -9.5% | +10.2% | +2.4% |
| 30D | +10.3% | +13.1% | -2.8% | +7.9% |
| 3M | +6.5% | +4.8% | +1.7% | +5.4% |
| 6M | +8.4% | -16.7% | +25.0% | +11.3% |
| YTD | +18.2% | +38.9% | -20.7% | +9.0% |
| 1Y | +22.4% | +48.3% | -25.9% | +11.3% |
| 3Y | +41.9% | -24.4% | +66.2% | +44.6% |
| 5Y | +40.9% | -29.2% | +70.1% | +43.9% |
| All | +101.8% | -10.2% | +112.0% | +69.5% |
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