-30.6%
AR vs DD
+183.1%
-213.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.5% |
| 7D | -14.3% | +4.6% | -18.9% | -16.9% |
| 30D | +1.4% | +11.8% | -10.3% | -5.6% |
| 3M | +3.4% | +2.2% | +1.2% | +1.3% |
| 6M | -2.1% | -1.6% | -0.4% | -3.2% |
| YTD | +4.7% | +23.0% | -18.3% | -12.6% |
| 1Y | +10.6% | +26.9% | -16.4% | -9.7% |
| 3Y | +24.6% | +77.9% | -53.3% | -23.4% |
| 5Y | +71.9% | +59.9% | +12.0% | +11.2% |
| 10Y | +46.4% | +90.1% | -43.7% | -25.0% |
| All | -30.6% | +183.1% | -213.7% | -70.3% |
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 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