+71.0%
A vs DD
+90.7%
-19.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +0.6% |
| 7D | +4.8% | +9.8% | -5.0% | +0.5% |
| 30D | +5.6% | +19.3% | -13.7% | -2.1% |
| 3M | +23.6% | +9.4% | +14.2% | +18.7% |
| 6M | +56.4% | +4.8% | +51.6% | +52.2% |
| YTD | +33.4% | +30.2% | +3.2% | +16.1% |
| 1Y | +23.7% | +32.2% | -8.5% | +6.8% |
| 3Y | +71.0% | +93.1% | -22.1% | +20.5% |
| All | +71.0% | +90.7% | -19.7% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling