+49.9%
XLE vs DD
+49.3%
+0.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -3.0% | -4.8% |
| 7D | -7.2% | +8.7% | -15.9% | -6.8% |
| 30D | +0.1% | +15.3% | -15.2% | +0.7% |
| 3M | +9.2% | +5.9% | +3.3% | +9.4% |
| 6M | +8.4% | +11.6% | -3.2% | +8.4% |
| YTD | +44.9% | +26.5% | +18.3% | +40.6% |
| 1Y | +49.9% | +35.4% | +14.5% | +43.3% |
| All | +49.9% | +49.3% | +0.5% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling