+640.9%
XLU vs DD
+477.0%
+164.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | +0.6% | -3.8% | +4.4% | +1.5% |
| 30D | -0.4% | -9.2% | +8.8% | +1.6% |
| 3M | -1.7% | -9.0% | +7.3% | 0.0% |
| 6M | -7.1% | -5.0% | -2.2% | -6.6% |
| YTD | +1.9% | +7.4% | -5.5% | -0.4% |
| 1Y | +6.1% | +35.1% | -29.0% | -1.7% |
| 3Y | +48.8% | +43.2% | +5.5% | +34.0% |
| 5Y | +43.8% | +59.6% | -15.8% | +24.6% |
| 10Y | +143.2% | +66.5% | +76.7% | +96.2% |
| All | +640.9% | +477.0% | +164.0% | +330.6% |
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 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