+64.9%
XLC vs DD
+90.7%
-25.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.1% |
| 7D | +7.1% | +9.8% | -2.7% | +4.7% |
| 30D | -2.7% | +19.3% | -22.1% | -6.7% |
| 3M | -3.2% | +9.4% | -12.6% | -5.3% |
| 6M | -7.7% | +4.8% | -12.4% | -9.0% |
| YTD | -8.0% | +30.2% | -38.2% | -14.9% |
| 1Y | -3.1% | +32.2% | -35.3% | -10.8% |
| 3Y | +64.9% | +93.1% | -28.2% | +29.0% |
| All | +64.9% | +90.7% | -25.8% | +29.0% |
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