+28.5%
XLB vs DD
+62.2%
-33.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.5% | +4.6% | -6.1% | -4.0% |
| 30D | +6.1% | +11.8% | -5.7% | 0.0% |
| 3M | 0.0% | +2.2% | -2.1% | -1.5% |
| 6M | 0.0% | -1.6% | +1.6% | 0.0% |
| YTD | +16.0% | +23.0% | -7.0% | +3.2% |
| 1Y | +24.7% | +26.9% | -2.2% | +9.1% |
| 3Y | +40.4% | +77.9% | -37.5% | -0.8% |
| All | +28.5% | +62.2% | -33.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling