+80.9%
XLI vs DD
+59.3%
+21.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.5% |
| 7D | -0.6% | -3.8% | +3.2% | +0.9% |
| 30D | -6.9% | -9.2% | +2.3% | -3.4% |
| 3M | -1.9% | -9.0% | +7.1% | +1.6% |
| 6M | +1.0% | -5.0% | +6.0% | +2.4% |
| YTD | +11.3% | +7.4% | +3.9% | +7.2% |
| 1Y | +15.8% | +35.1% | -19.3% | +1.0% |
| 3Y | +69.8% | +43.2% | +26.6% | +40.5% |
| 5Y | +80.9% | +59.6% | +21.2% | +39.1% |
| All | +80.9% | +59.3% | +21.6% | +39.1% |
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