+778.3%
AU vs DD
+479.4%
+298.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +12.8% | -7.4% | +20.2% | +14.7% |
| 3M | +28.5% | -6.4% | +34.9% | +30.5% |
| 6M | +4.8% | -2.5% | +7.3% | +5.9% |
| YTD | +31.0% | +10.2% | +20.7% | +29.1% |
| 1Y | +81.4% | +36.9% | +44.5% | +70.7% |
| 3Y | +618.4% | +47.0% | +571.4% | +556.9% |
| 5Y | +686.3% | +63.1% | +623.2% | +595.3% |
| 10Y | +664.5% | +68.2% | +596.3% | +529.7% |
| All | +778.3% | +479.4% | +298.9% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling