+30.5%
ALL vs DD
+33.0%
-2.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +3.0% |
| 7D | -0.1% | +2.2% | -2.4% | +0.1% |
| 30D | +13.8% | +20.7% | -6.9% | +15.3% |
| 3M | -2.8% | +11.3% | -14.1% | -1.9% |
| 6M | +23.7% | +6.0% | +17.7% | +25.0% |
| YTD | +27.3% | +31.7% | -4.4% | +26.3% |
| 1Y | +30.5% | +32.2% | -1.7% | +29.5% |
| All | +30.5% | +33.0% | -2.5% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling