+46.6%
XLE vs DD
+29.4%
+17.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +4.4% | +6.7% | -2.4% | +4.5% |
| 30D | -4.3% | +19.4% | -23.7% | -3.6% |
| 3M | +6.0% | +7.6% | -1.6% | +6.3% |
| 6M | +13.2% | +2.9% | +10.3% | +14.0% |
| YTD | +46.7% | +29.9% | +16.9% | +41.0% |
| 1Y | +46.6% | +28.6% | +18.0% | +41.1% |
| All | +46.6% | +29.4% | +17.2% | +41.1% |
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 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