+218.0%
XLE vs DD
+61.3%
+156.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | +2.2% | -3.5% | +5.7% | +3.3% |
| 30D | +11.8% | -10.3% | +22.1% | +15.5% |
| 3M | +9.8% | -7.5% | +17.4% | +12.0% |
| 6M | +15.6% | -8.0% | +23.6% | +17.2% |
| YTD | +45.3% | +10.5% | +34.8% | +37.1% |
| 1Y | +48.3% | +38.3% | +10.0% | +27.7% |
| 3Y | +55.4% | +42.5% | +13.0% | +28.8% |
| All | +218.0% | +61.3% | +156.7% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling