+820.5%
XLB vs DD
+493.5%
+327.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.4% | -3.5% | +2.1% | +0.5% |
| 30D | -0.4% | -10.3% | +9.9% | +5.4% |
| 3M | +2.0% | -7.5% | +9.5% | +6.0% |
| 6M | +1.8% | -8.0% | +9.8% | +5.5% |
| YTD | +16.6% | +10.5% | +6.1% | +9.3% |
| 1Y | +16.9% | +38.3% | -21.3% | -3.3% |
| 3Y | +32.6% | +42.5% | -9.9% | +4.5% |
| 5Y | +35.6% | +60.2% | -24.5% | -1.4% |
| 10Y | +160.0% | +68.9% | +91.2% | +71.2% |
| All | +820.5% | +493.5% | +327.0% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling