+136.0%
XLC vs DD
+51.5%
+84.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +3.7% | +5.0% | -1.2% | +2.1% |
| 30D | -1.9% | +19.7% | -21.6% | -7.7% |
| 3M | -3.1% | +7.2% | -10.3% | -5.6% |
| 6M | -6.4% | +1.0% | -7.4% | -7.3% |
| YTD | -6.8% | +29.1% | -35.9% | -15.8% |
| 1Y | -1.7% | +28.5% | -30.2% | -11.1% |
| 3Y | +64.7% | +89.4% | -24.8% | +26.5% |
| 5Y | +41.1% | +67.1% | -26.1% | +11.1% |
| All | +136.0% | +51.5% | +84.5% | +62.0% |
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