+73.6%
XLF vs DD
+42.2%
+31.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | -1.0% | -3.8% | +2.7% | -0.1% |
| 30D | -1.3% | -9.2% | +7.9% | +1.2% |
| 3M | +9.1% | -9.0% | +18.1% | +11.7% |
| 6M | +14.4% | -5.0% | +19.3% | +15.1% |
| YTD | +5.1% | +7.4% | -2.3% | +1.7% |
| 1Y | +8.6% | +35.1% | -26.5% | -2.2% |
| All | +73.6% | +42.2% | +31.5% | +50.7% |
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 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