+678.6%
AU vs DD
+56.1%
+622.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.3% | -3.5% | -0.8% | -3.0% |
| 30D | +7.3% | -11.7% | +19.0% | +12.3% |
| 3M | +26.3% | -9.2% | +35.6% | +31.1% |
| 6M | +1.8% | -7.2% | +9.0% | +5.3% |
| YTD | +26.8% | +6.6% | +20.2% | +26.7% |
| 1Y | +66.7% | +32.0% | +34.7% | +56.8% |
| 3Y | +579.1% | +42.1% | +536.9% | +512.6% |
| All | +678.6% | +56.1% | +622.6% | +527.6% |
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