+13.7%
AR vs DD
+49.3%
-35.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.5% | -6.5% |
| 7D | -11.1% | +8.7% | -19.8% | -9.9% |
| 30D | +7.9% | +15.3% | -7.4% | +10.2% |
| 3M | +4.9% | +5.9% | -1.0% | +5.7% |
| 6M | -5.3% | +11.6% | -16.9% | -3.8% |
| YTD | +8.6% | +26.5% | -17.9% | +7.9% |
| 1Y | +13.7% | +35.4% | -21.7% | +9.3% |
| All | +13.7% | +49.3% | -35.7% | +9.3% |
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