+28.4%
XLY vs DD
+56.1%
-27.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -3.5% | +1.8% | -0.2% |
| 30D | -4.2% | -11.7% | +7.5% | +1.0% |
| 3M | -2.7% | -9.2% | +6.6% | +1.2% |
| 6M | -0.6% | -7.2% | +6.5% | +1.6% |
| YTD | -5.0% | +6.6% | -11.6% | -9.3% |
| 1Y | -4.1% | +32.0% | -36.1% | -17.7% |
| 3Y | +33.6% | +42.1% | -8.5% | +7.2% |
| All | +28.4% | +56.1% | -27.7% | -2.2% |
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