+44.6%
AU vs DD
+49.3%
-4.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +9.4% |
| 7D | +0.8% | +8.7% | -7.9% | -6.9% |
| 30D | -7.0% | +15.3% | -22.3% | -18.9% |
| 3M | +8.5% | +5.9% | +2.6% | +2.4% |
| 6M | -1.3% | +11.6% | -12.8% | -11.0% |
| YTD | +6.8% | +26.5% | -19.8% | -11.4% |
| 1Y | +44.6% | +35.4% | +9.2% | +13.9% |
| All | +44.6% | +49.3% | -4.7% | +13.9% |
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