+72.3%
XLC vs DD
+47.1%
+25.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +0.2% | -7.4% | +7.7% | +2.0% |
| 3M | +0.6% | -6.4% | +7.1% | +2.0% |
| 6M | -4.5% | -2.5% | -2.0% | -4.6% |
| YTD | -4.7% | +10.2% | -15.0% | -8.3% |
| 1Y | -1.7% | +36.9% | -38.6% | -11.3% |
| 3Y | +72.3% | +47.0% | +25.3% | +50.0% |
| All | +72.3% | +47.1% | +25.2% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling