+988.3%
XLE vs DD
+560.9%
+427.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -12.0% | +4.6% | -16.6% | -13.8% |
| 30D | -2.7% | +11.8% | -14.5% | -7.5% |
| 3M | +6.6% | +2.2% | +4.4% | +5.1% |
| 6M | +9.5% | -1.6% | +11.2% | +8.8% |
| YTD | +40.6% | +23.0% | +17.6% | +25.3% |
| 1Y | +43.6% | +26.9% | +16.7% | +26.2% |
| 3Y | +58.1% | +77.9% | -19.8% | +16.2% |
| 5Y | +152.2% | +59.9% | +92.3% | +90.0% |
| 10Y | +172.9% | +90.1% | +82.9% | +83.3% |
| All | +988.3% | +560.9% | +427.5% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling