+253.9%
XLI vs DD
+66.6%
+187.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -1.7% | -3.5% | +1.8% | -0.1% |
| 30D | -7.3% | -11.7% | +4.4% | -2.1% |
| 3M | -1.3% | -9.2% | +7.9% | +2.8% |
| 6M | +2.2% | -7.2% | +9.4% | +4.9% |
| YTD | +11.7% | +6.6% | +5.1% | +7.2% |
| 1Y | +14.3% | +32.0% | -17.7% | -1.2% |
| 3Y | +70.3% | +42.1% | +28.2% | +37.8% |
| 5Y | +82.3% | +58.1% | +24.3% | +36.5% |
| All | +253.9% | +66.6% | +187.3% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling