+128.8%
XLP vs DD
+105.4%
+23.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | -0.3% |
| 7D | +0.1% | +9.8% | -9.7% | -1.9% |
| 30D | +8.9% | +19.3% | -10.4% | +5.0% |
| 3M | +7.5% | +9.4% | -1.9% | +5.3% |
| 6M | +9.4% | +4.8% | +4.6% | +7.9% |
| YTD | +19.3% | +30.2% | -11.0% | +11.8% |
| 1Y | +21.7% | +32.2% | -10.5% | +13.7% |
| 3Y | +44.0% | +93.1% | -49.1% | +21.2% |
| 5Y | +42.8% | +68.0% | -25.2% | +22.0% |
| 10Y | +128.8% | +98.5% | +30.3% | +77.7% |
| All | +128.8% | +105.4% | +23.4% | +77.7% |
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