+29.5%
XLB vs DD
+49.3%
-19.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.2% |
| 7D | +3.9% | +8.7% | -4.8% | +0.3% |
| 30D | +8.9% | +15.3% | -6.4% | +2.3% |
| 3M | +4.1% | +5.9% | -1.8% | +1.5% |
| 6M | +7.3% | +11.6% | -4.3% | +1.9% |
| YTD | +20.4% | +26.5% | -6.2% | +7.6% |
| 1Y | +29.5% | +35.4% | -5.9% | +12.6% |
| All | +29.5% | +49.3% | -19.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling