+133.7%
AS vs DD
+95.7%
+38.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -0.1% |
| 7D | +7.1% | +3.1% | +4.0% | +4.8% |
| 30D | +12.8% | +8.7% | +4.1% | +6.9% |
| 3M | -14.7% | -1.2% | -13.5% | -14.7% |
| 6M | -9.9% | -1.1% | -8.9% | -10.5% |
| YTD | -16.1% | +21.7% | -37.8% | -27.1% |
| 1Y | +0.2% | +24.0% | -23.9% | -14.1% |
| All | +133.7% | +95.7% | +38.0% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling