+1,117.4%
XLI vs DD
+493.5%
+623.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -1.1% | -3.5% | +2.5% | +0.4% |
| 30D | -5.9% | -10.3% | +4.4% | -1.8% |
| 3M | -0.3% | -7.5% | +7.3% | +2.8% |
| 6M | +0.1% | -8.0% | +8.1% | +2.9% |
| YTD | +13.6% | +10.5% | +3.1% | +8.0% |
| 1Y | +17.2% | +38.3% | -21.1% | +1.1% |
| 3Y | +68.2% | +42.5% | +25.7% | +39.6% |
| 5Y | +80.7% | +60.2% | +20.6% | +40.5% |
| 10Y | +253.3% | +68.9% | +184.4% | +153.3% |
| All | +1,117.4% | +493.5% | +623.9% | +342.3% |
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 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