+142.5%
XLC vs DD
+29.7%
+112.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -0.8% | -3.5% | +2.7% | +0.3% |
| 30D | +1.0% | -10.3% | +11.4% | +4.6% |
| 3M | -0.7% | -7.5% | +6.8% | +1.6% |
| 6M | -5.1% | -8.0% | +2.9% | -3.4% |
| YTD | -4.3% | +10.5% | -14.8% | -8.7% |
| 1Y | -0.6% | +38.3% | -38.8% | -12.7% |
| 3Y | +72.7% | +42.5% | +30.2% | +46.2% |
| 5Y | +38.0% | +60.2% | -22.2% | +10.4% |
| All | +142.5% | +29.7% | +112.8% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling