+54.6%
XLE vs DD
+43.0%
+11.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +2.2% | -3.5% | +5.7% | +3.0% |
| 30D | +11.8% | -10.3% | +22.1% | +14.4% |
| 3M | +9.8% | -7.5% | +17.4% | +11.5% |
| 6M | +15.6% | -8.0% | +23.6% | +16.8% |
| YTD | +45.3% | +10.5% | +34.8% | +38.2% |
| 1Y | +48.3% | +38.3% | +10.0% | +30.4% |
| All | +54.6% | +43.0% | +11.7% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling