+164.5%
XLB vs DD
+64.9%
+99.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.3% |
| 7D | -2.9% | -3.8% | +0.8% | -1.0% |
| 30D | -3.4% | -9.2% | +5.9% | +1.5% |
| 3M | +1.6% | -9.0% | +10.6% | +6.4% |
| 6M | +3.6% | -5.0% | +8.6% | +5.5% |
| YTD | +14.2% | +7.4% | +6.9% | +8.8% |
| 1Y | +15.6% | +35.1% | -19.5% | -3.2% |
| 3Y | +33.1% | +43.2% | -10.1% | +4.7% |
| 5Y | +35.0% | +59.6% | -24.6% | -2.1% |
| 10Y | +164.5% | +66.5% | +98.0% | +66.5% |
| All | +164.5% | +64.9% | +99.6% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling