+135.9%
XLU vs DD
+66.6%
+69.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -3.5% | +1.9% | -0.8% |
| 30D | -3.3% | -11.7% | +8.3% | -0.7% |
| 3M | -3.2% | -9.2% | +6.1% | -1.2% |
| 6M | -7.0% | -7.2% | +0.2% | -5.9% |
| YTD | +0.6% | +6.6% | -6.0% | -1.7% |
| 1Y | +2.4% | +32.0% | -29.6% | -5.0% |
| 3Y | +46.3% | +42.1% | +4.1% | +30.8% |
| 5Y | +44.0% | +58.1% | -14.1% | +23.0% |
| All | +135.9% | +66.6% | +69.3% | +67.6% |
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