+68.0%
ACWI vs DD
+61.3%
+6.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.5% | -3.5% | +4.0% | +1.8% |
| 30D | +0.9% | -10.3% | +11.2% | +4.8% |
| 3M | +2.4% | -7.5% | +9.9% | +5.1% |
| 6M | +12.4% | -8.0% | +20.4% | +15.0% |
| YTD | +15.2% | +10.5% | +4.7% | +9.9% |
| 1Y | +22.7% | +38.3% | -15.6% | +7.0% |
| 3Y | +75.8% | +42.5% | +33.3% | +47.5% |
| All | +68.0% | +61.3% | +6.7% | +31.1% |
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