+508.9%
XLP vs DD
+493.5%
+15.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -1.0% | -3.5% | +2.5% | -0.3% |
| 30D | -0.9% | -10.3% | +9.4% | +1.2% |
| 3M | +3.8% | -7.5% | +11.4% | +5.2% |
| 6M | -1.7% | -8.0% | +6.3% | -0.7% |
| YTD | +10.3% | +10.5% | -0.2% | +7.3% |
| 1Y | +7.8% | +38.3% | -30.5% | +0.1% |
| 3Y | +27.2% | +42.5% | -15.3% | +15.6% |
| 5Y | +32.5% | +60.2% | -27.6% | +16.1% |
| 10Y | +101.8% | +68.9% | +32.9% | +66.6% |
| All | +508.9% | +493.5% | +15.4% | +260.0% |
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