+59.3%
XLF vs DD
+67.2%
-8.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +2.7% | +5.0% | -2.3% | +0.8% |
| 30D | +7.6% | +19.7% | -12.1% | +0.5% |
| 3M | +1.1% | +7.2% | -6.1% | -1.8% |
| 6M | +15.9% | +1.0% | +14.9% | +14.7% |
| YTD | +8.4% | +29.1% | -20.6% | -3.6% |
| 1Y | +12.5% | +28.5% | -16.0% | +0.2% |
| 3Y | +81.6% | +89.4% | -7.9% | +31.0% |
| All | +59.3% | +67.2% | -8.0% | +17.6% |
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