-24.2%
AR vs DD
+154.3%
-178.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +2.5% | -3.5% | +6.0% | +4.6% |
| 30D | +14.8% | -10.3% | +25.1% | +22.3% |
| 3M | +6.2% | -7.5% | +13.8% | +10.2% |
| 6M | +4.3% | -8.0% | +12.3% | +6.2% |
| YTD | +14.4% | +10.5% | +3.9% | +2.4% |
| 1Y | +21.3% | +38.3% | -16.9% | -7.1% |
| 3Y | +39.8% | +42.5% | -2.7% | -0.4% |
| 5Y | +142.1% | +60.2% | +81.9% | +55.5% |
| 10Y | +52.0% | +68.9% | -16.8% | -15.9% |
| All | -24.2% | +154.3% | -178.5% | -65.2% |
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