+8.6%
AR vs DD
+30.9%
-22.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.5% |
| 7D | +2.1% | +3.2% | -1.2% | +2.3% |
| 30D | +4.5% | +20.3% | -15.8% | +7.3% |
| 3M | +1.0% | +8.2% | -7.2% | +1.8% |
| 6M | +4.4% | +3.4% | +1.0% | +5.2% |
| YTD | +10.9% | +30.6% | -19.8% | +10.4% |
| 1Y | +8.6% | +30.6% | -22.1% | +7.6% |
| All | +8.6% | +30.9% | -22.4% | +7.6% |
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