+23.3%
XLB vs DD
+30.9%
-7.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -1.6% | +3.2% | -4.9% | -2.9% |
| 30D | +7.2% | +20.3% | -13.0% | -1.0% |
| 3M | 0.0% | +8.2% | -8.1% | -3.2% |
| 6M | +2.3% | +3.4% | -1.1% | +0.7% |
| YTD | +18.4% | +30.6% | -12.2% | +3.0% |
| 1Y | +23.3% | +30.6% | -7.3% | +7.2% |
| All | +23.3% | +30.9% | -7.6% | +7.2% |
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