+589.0%
A vs DD
+383.8%
+205.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +0.5% |
| 7D | +4.8% | +9.8% | -5.0% | +0.3% |
| 30D | +5.6% | +19.3% | -13.7% | -2.5% |
| 3M | +23.6% | +9.4% | +14.2% | +18.5% |
| 6M | +56.4% | +4.8% | +51.6% | +51.8% |
| YTD | +33.4% | +30.2% | +3.2% | +16.7% |
| 1Y | +23.7% | +32.2% | -8.5% | +7.4% |
| 3Y | +71.0% | +93.1% | -22.1% | +22.8% |
| 5Y | +16.8% | +68.0% | -51.2% | -12.1% |
| 10Y | +323.8% | +98.5% | +225.3% | +171.1% |
| All | +589.0% | +383.8% | +205.1% | +152.0% |
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 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