+163.9%
XLE vs DD
+105.4%
+58.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -2.3% |
| 7D | -7.9% | +9.8% | -17.7% | -12.3% |
| 30D | -4.8% | +19.3% | -24.2% | -13.0% |
| 3M | +8.4% | +9.4% | -1.0% | +3.0% |
| 6M | +12.7% | +4.8% | +7.9% | +8.4% |
| YTD | +41.3% | +30.2% | +11.0% | +19.4% |
| 1Y | +42.3% | +32.2% | +10.1% | +19.2% |
| 3Y | +65.1% | +93.1% | -28.0% | +7.1% |
| 5Y | +150.2% | +68.0% | +82.2% | +70.2% |
| 10Y | +163.9% | +98.5% | +65.5% | +25.1% |
| All | +163.9% | +105.4% | +58.6% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling