+141.3%
XLC vs DD
+25.5%
+115.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | +0.2% | -11.5% | +11.7% | +4.2% |
| 3M | +0.7% | -5.4% | +6.1% | +2.3% |
| 6M | -4.5% | -6.9% | +2.4% | -3.1% |
| YTD | -4.7% | +6.9% | -11.6% | -8.2% |
| 1Y | -1.5% | +35.6% | -37.1% | -13.0% |
| 3Y | +72.2% | +42.5% | +29.7% | +45.7% |
| 5Y | +39.3% | +58.5% | -19.2% | +11.9% |
| All | +141.3% | +25.5% | +115.9% | +76.6% |
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