+114.6%
XLY vs DOW
-17.0%
+131.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | -4.2% | -3.9% | -0.2% | -3.2% |
| 3M | -2.7% | -12.7% | +10.0% | +0.6% |
| 6M | -0.6% | -13.7% | +13.1% | +1.1% |
| YTD | -5.0% | +28.4% | -33.4% | -16.4% |
| 1Y | -4.1% | +21.8% | -25.9% | -14.8% |
| 3Y | +33.6% | -35.7% | +69.3% | +45.2% |
| 5Y | +28.7% | -36.8% | +65.5% | +39.2% |
| All | +114.6% | -17.0% | +131.6% | +82.3% |
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