+17.2%
XLI vs DD
+41.5%
-24.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -1.1% | -3.5% | +2.5% | 0.0% |
| 30D | -5.9% | -10.3% | +4.4% | -2.9% |
| 3M | -0.3% | -7.5% | +7.3% | +1.9% |
| 6M | +0.1% | -8.0% | +8.1% | +1.9% |
| YTD | +13.6% | +10.5% | +3.1% | +11.3% |
| 1Y | +17.2% | +38.3% | -21.1% | +9.3% |
| All | +17.2% | +41.5% | -24.3% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling