+42.0%
XLP vs DD
+58.5%
-16.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +0.7% | +4.6% | -3.9% | -0.1% |
| 30D | +10.3% | +11.8% | -1.5% | +8.2% |
| 3M | +6.5% | +2.2% | +4.4% | +6.0% |
| 6M | +8.4% | -1.6% | +10.0% | +8.3% |
| YTD | +18.2% | +23.0% | -4.8% | +13.1% |
| 1Y | +22.4% | +26.9% | -4.5% | +16.4% |
| 3Y | +41.9% | +77.9% | -36.0% | +23.8% |
| All | +42.0% | +58.5% | -16.5% | +23.4% |
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