+163.9%
XLE vs DD
+100.9%
+63.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -6.7% | +2.2% | -8.9% | -7.8% |
| 30D | -4.4% | +20.7% | -25.1% | -13.1% |
| 3M | +4.0% | +11.3% | -7.3% | -2.0% |
| 6M | +13.2% | +6.0% | +7.2% | +8.3% |
| YTD | +41.9% | +31.7% | +10.2% | +19.3% |
| 1Y | +41.6% | +32.2% | +9.4% | +18.7% |
| 3Y | +64.0% | +92.7% | -28.7% | +6.7% |
| 5Y | +158.1% | +72.1% | +86.0% | +73.2% |
| 10Y | +163.9% | +99.7% | +64.3% | +25.1% |
| All | +163.9% | +100.9% | +63.0% | +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