+15.6%
XLB vs DD
+33.7%
-18.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | 0.0% |
| 7D | -2.9% | -3.8% | +0.8% | -1.5% |
| 30D | -3.4% | -9.2% | +5.9% | +0.3% |
| 3M | +1.6% | -9.0% | +10.6% | +5.2% |
| 6M | +3.6% | -5.0% | +8.6% | +5.2% |
| YTD | +14.2% | +7.4% | +6.9% | +11.9% |
| 1Y | +15.6% | +35.1% | -19.5% | +5.7% |
| All | +15.6% | +33.7% | -18.1% | +5.7% |
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