+87.0%
XLU vs DOW
-15.9%
+103.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.6% | -6.0% | +6.6% | +1.9% |
| 30D | -0.4% | -2.7% | +2.3% | 0.0% |
| 3M | -1.7% | -10.5% | +8.7% | +0.1% |
| 6M | -7.1% | -12.4% | +5.3% | -5.7% |
| YTD | +1.9% | +30.0% | -28.1% | -5.7% |
| 1Y | +6.1% | +27.8% | -21.7% | -2.2% |
| 3Y | +48.8% | -34.9% | +83.7% | +58.6% |
| 5Y | +43.8% | -35.9% | +79.7% | +51.3% |
| All | +87.0% | -15.9% | +103.0% | +45.2% |
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