+134.9%
AS vs DD
+97.9%
+37.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +6.9% | +4.6% | +2.3% | +3.7% |
| 30D | +16.0% | +11.8% | +4.2% | +8.1% |
| 3M | -12.8% | +2.2% | -15.0% | -14.5% |
| 6M | -15.4% | -1.6% | -13.7% | -15.5% |
| YTD | -15.7% | +23.0% | -38.7% | -27.2% |
| 1Y | +6.1% | +26.9% | -20.9% | -10.4% |
| All | +134.9% | +97.9% | +37.0% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling