+34.1%
XLP vs DD
+61.3%
-27.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -1.0% | -3.5% | +2.5% | -0.5% |
| 30D | -0.9% | -10.3% | +9.4% | +0.8% |
| 3M | +3.8% | -7.5% | +11.4% | +4.9% |
| 6M | -1.7% | -8.0% | +6.3% | -0.9% |
| YTD | +10.3% | +10.5% | -0.2% | +7.5% |
| 1Y | +7.8% | +38.3% | -30.5% | +0.6% |
| 3Y | +27.2% | +42.5% | -15.3% | +16.1% |
| All | +34.1% | +61.3% | -27.2% | +16.4% |
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