+1,075.5%
XLI vs DD
+593.6%
+481.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +3.8% | +5.0% | -1.2% | +1.7% |
| 30D | +1.0% | +19.7% | -18.7% | -6.3% |
| 3M | -8.9% | +7.2% | -16.1% | -11.7% |
| 6M | -2.3% | +1.0% | -3.3% | -3.2% |
| YTD | +9.7% | +29.1% | -19.4% | -2.3% |
| 1Y | +12.3% | +28.5% | -16.2% | +0.1% |
| 3Y | +71.5% | +89.4% | -18.0% | +26.6% |
| 5Y | +70.2% | +67.1% | +3.0% | +30.2% |
| 10Y | +227.5% | +97.5% | +129.9% | +119.8% |
| All | +1,075.5% | +593.6% | +481.9% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling