+145.0%
ALL vs DD
+58.5%
+86.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.7% |
| 7D | -1.9% | +4.6% | -6.6% | -3.0% |
| 30D | +13.8% | +11.8% | +2.0% | +10.9% |
| 3M | -7.0% | +2.2% | -9.2% | -7.6% |
| 6M | +18.0% | -1.6% | +19.7% | +17.9% |
| YTD | +24.2% | +23.0% | +1.2% | +16.0% |
| 1Y | +31.2% | +26.9% | +4.2% | +21.3% |
| 3Y | +107.5% | +77.9% | +29.7% | +67.6% |
| All | +145.0% | +58.5% | +86.5% | +95.1% |
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