+66.7%
AU vs DD
+34.9%
+31.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -4.3% | -3.5% | -0.8% | -1.7% |
| 30D | +7.3% | -11.7% | +19.0% | +17.6% |
| 3M | +26.3% | -9.2% | +35.6% | +35.7% |
| 6M | +1.8% | -7.2% | +9.0% | +8.2% |
| YTD | +26.8% | +6.6% | +20.2% | +32.2% |
| 1Y | +66.7% | +32.0% | +34.7% | +70.3% |
| All | +66.7% | +34.9% | +31.8% | +70.3% |
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 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