+4.3%
AR vs DD
-9.3%
+13.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.6% |
| 7D | +2.5% | -3.5% | +6.0% | +1.4% |
| 30D | +14.8% | -10.3% | +25.1% | +11.0% |
| 3M | +6.2% | -7.5% | +13.8% | +4.1% |
| 6M | +4.3% | -8.0% | +12.3% | +2.7% |
| All | +4.3% | -9.3% | +13.6% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling