+170.7%
XLE vs DD
+69.4%
+101.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | +12.6% | -7.4% | +20.1% | +16.8% |
| 3M | +11.8% | -6.4% | +18.3% | +14.6% |
| 6M | +16.1% | -2.5% | +18.5% | +14.8% |
| YTD | +46.9% | +10.2% | +36.6% | +35.3% |
| 1Y | +53.3% | +36.9% | +16.3% | +24.5% |
| 3Y | +54.9% | +47.0% | +7.9% | +16.1% |
| 5Y | +225.7% | +63.1% | +162.5% | +120.2% |
| 10Y | +170.7% | +68.2% | +102.5% | +40.0% |
| All | +170.7% | +69.4% | +101.3% | +40.0% |
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 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