+68.5%
XLI vs DD
+41.5%
+27.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -2.3% | -2.9% | +0.6% | -1.3% |
| 30D | -8.2% | -11.5% | +3.3% | -4.4% |
| 3M | +0.8% | -5.4% | +6.2% | +2.5% |
| 6M | +0.8% | -6.9% | +7.7% | +2.8% |
| YTD | +10.5% | +6.9% | +3.6% | +7.4% |
| 1Y | +14.1% | +35.6% | -21.5% | +1.8% |
| All | +68.5% | +41.5% | +27.1% | +46.0% |
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