+1,024.7%
XLE vs DD
+493.5%
+531.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | +2.2% | -3.5% | +5.7% | +3.7% |
| 30D | +11.8% | -10.3% | +22.1% | +16.8% |
| 3M | +9.8% | -7.5% | +17.4% | +12.8% |
| 6M | +15.6% | -8.0% | +23.6% | +17.5% |
| YTD | +45.3% | +10.5% | +34.8% | +36.0% |
| 1Y | +48.3% | +38.3% | +10.0% | +25.1% |
| 3Y | +55.4% | +42.5% | +13.0% | +25.8% |
| 5Y | +216.1% | +60.2% | +155.9% | +137.8% |
| 10Y | +178.4% | +68.9% | +109.5% | +97.2% |
| All | +1,024.7% | +493.5% | +531.2% | +350.7% |
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