+173.9%
XLE vs DD
+99.0%
+74.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | -0.2% | +3.2% | -3.5% | -1.9% |
| 30D | -4.0% | +20.3% | -24.3% | -12.6% |
| 3M | +4.6% | +8.2% | -3.5% | 0.0% |
| 6M | +12.3% | +3.4% | +8.9% | +8.8% |
| YTD | +44.5% | +30.6% | +13.9% | +22.0% |
| 1Y | +42.4% | +30.6% | +11.8% | +20.0% |
| 3Y | +67.0% | +91.1% | -24.1% | +9.1% |
| 5Y | +161.9% | +68.6% | +93.3% | +77.8% |
| 10Y | +173.9% | +99.9% | +74.0% | +30.4% |
| All | +173.9% | +99.0% | +74.9% | +30.4% |
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