-21.9%
AS vs DD
+41.5%
-63.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | -4.9% | -3.5% | -1.4% | -3.4% |
| 30D | -19.6% | -10.3% | -9.3% | -15.8% |
| 3M | -14.4% | -7.5% | -6.8% | -11.7% |
| 6M | -20.1% | -8.0% | -12.1% | -18.7% |
| YTD | -20.9% | +10.5% | -31.4% | -23.1% |
| 1Y | -21.9% | +38.3% | -60.1% | -29.7% |
| All | -21.9% | +41.5% | -63.3% | -29.7% |
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 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