+164.2%
XLB vs DD
+97.1%
+67.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +0.5% | +5.0% | -4.4% | -2.0% |
| 30D | +5.2% | +19.7% | -14.5% | -4.6% |
| 3M | +0.3% | +7.2% | -6.9% | -3.8% |
| 6M | +1.2% | +1.0% | +0.1% | -0.3% |
| YTD | +16.6% | +29.1% | -12.4% | +0.5% |
| 1Y | +21.4% | +28.5% | -7.0% | +4.8% |
| 3Y | +43.2% | +89.4% | -46.2% | -3.1% |
| 5Y | +28.0% | +67.1% | -39.1% | -9.2% |
| All | +164.2% | +97.1% | +67.0% | +55.4% |
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