+291.9%
AA vs DD
+961.9%
-670.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | -0.7% | -3.5% | +2.8% | +1.7% |
| 30D | +5.0% | -10.3% | +15.3% | +12.9% |
| 3M | -35.8% | -7.5% | -28.3% | -32.3% |
| 6M | -18.4% | -8.0% | -10.4% | -14.4% |
| YTD | -5.5% | +10.5% | -15.9% | -12.8% |
| 1Y | +61.0% | +38.3% | +22.7% | +26.5% |
| 3Y | +66.2% | +42.5% | +23.7% | +28.4% |
| 5Y | +11.4% | +60.2% | -48.8% | -19.0% |
| 10Y | +116.9% | +68.9% | +48.0% | +53.2% |
| All | +291.9% | +961.9% | -670.0% | -0.7% |
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