+3,716.0%
ALL vs DD
+1,011.7%
+2,704.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | 0.0% | -3.5% | +3.5% | +1.3% |
| 30D | -1.5% | -10.3% | +8.8% | +2.3% |
| 3M | +23.6% | -7.5% | +31.2% | +26.5% |
| 6M | +22.3% | -8.0% | +30.3% | +24.4% |
| YTD | +26.5% | +10.5% | +16.0% | +19.7% |
| 1Y | +27.0% | +38.3% | -11.3% | +9.8% |
| 3Y | +149.6% | +42.5% | +107.1% | +106.3% |
| 5Y | +118.1% | +60.2% | +57.9% | +69.0% |
| 10Y | +369.0% | +68.9% | +300.1% | +230.7% |
| All | +3,716.0% | +1,011.7% | +2,704.3% | +1,163.7% |
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