+330.1%
ACWI vs DD
+262.0%
+68.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.3% |
| 7D | -4.0% | +3.1% | -7.1% | -5.3% |
| 30D | -5.8% | +8.7% | -14.6% | -9.1% |
| 3M | -5.0% | -1.2% | -3.8% | -5.0% |
| 6M | +0.7% | -1.1% | +1.8% | +0.4% |
| YTD | +8.4% | +21.7% | -13.2% | -1.1% |
| 1Y | +10.1% | +24.0% | -13.9% | -0.4% |
| 3Y | +70.8% | +75.6% | -4.9% | +30.3% |
| 5Y | +55.4% | +58.2% | -2.8% | +21.5% |
| 10Y | +223.3% | +88.0% | +135.3% | +115.2% |
| All | +330.1% | +262.0% | +68.1% | +122.4% |
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