+81.7%
AA vs DD
+46.1%
+35.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | -0.7% | -3.5% | +2.8% | +2.0% |
| 30D | +5.0% | -10.3% | +15.3% | +14.0% |
| 3M | -35.8% | -7.5% | -28.3% | -31.9% |
| 6M | -18.4% | -8.0% | -10.4% | -13.7% |
| YTD | -5.5% | +10.5% | -15.9% | -14.8% |
| 1Y | +61.0% | +38.3% | +22.7% | +18.9% |
| All | +81.7% | +46.1% | +35.6% | +29.5% |
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