+28.4%
XLY vs DOW
-37.7%
+66.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | -4.2% | -3.9% | -0.2% | -3.4% |
| 3M | -2.7% | -12.7% | +10.0% | +0.3% |
| 6M | -0.6% | -13.7% | +13.1% | +0.6% |
| YTD | -5.0% | +28.4% | -33.4% | -16.9% |
| 1Y | -4.1% | +21.8% | -25.9% | -15.1% |
| 3Y | +33.6% | -35.7% | +69.3% | +48.7% |
| All | +28.4% | -37.7% | +66.1% | +43.9% |
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