+476.0%
A vs DD
+310.4%
+165.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -1.9% | -3.5% | +1.6% | -0.4% |
| 30D | +6.9% | -10.3% | +17.2% | +12.1% |
| 3M | +9.2% | -7.5% | +16.8% | +12.6% |
| 6M | +25.7% | -8.0% | +33.7% | +29.1% |
| YTD | +11.5% | +10.5% | +1.1% | +5.2% |
| 1Y | +18.4% | +38.3% | -19.9% | +0.5% |
| 3Y | +26.6% | +42.5% | -15.9% | +4.1% |
| 5Y | -12.8% | +60.2% | -73.0% | -33.2% |
| 10Y | +247.2% | +68.9% | +178.3% | +139.1% |
| All | +476.0% | +310.4% | +165.6% | +127.2% |
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 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