-14.9%
A vs DD
+61.7%
-76.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | +0.6% | -7.4% | +8.0% | +4.1% |
| 3M | +10.9% | -6.4% | +17.3% | +13.8% |
| 6M | +28.2% | -2.5% | +30.6% | +28.0% |
| YTD | +8.6% | +10.2% | -1.7% | +1.8% |
| 1Y | +15.5% | +36.9% | -21.4% | -3.2% |
| 3Y | +31.8% | +47.0% | -15.2% | +4.0% |
| 5Y | -14.9% | +63.1% | -78.0% | -37.0% |
| All | -14.9% | +61.7% | -76.6% | -37.0% |
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 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