+37.6%
XLC vs DD
+59.3%
-21.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | -1.4% | -3.8% | +2.4% | -0.1% |
| 30D | -0.9% | -9.2% | +8.3% | +2.3% |
| 3M | -0.3% | -9.0% | +8.7% | +2.6% |
| 6M | -5.2% | -5.0% | -0.2% | -4.5% |
| YTD | -5.3% | +7.4% | -12.7% | -9.4% |
| 1Y | -2.8% | +35.1% | -37.9% | -15.5% |
| 3Y | +71.2% | +43.2% | +28.0% | +40.5% |
| 5Y | +37.6% | +59.6% | -22.1% | +5.9% |
| All | +37.6% | +59.3% | -21.8% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling