+3.5%
B vs DD
+29.4%
-26.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | -6.2% | +6.7% | -12.9% | -10.1% |
| 30D | -6.6% | +19.4% | -26.0% | -18.4% |
| 3M | -7.9% | +7.6% | -15.5% | -13.0% |
| 6M | -16.8% | +2.9% | -19.7% | -18.8% |
| YTD | -11.7% | +29.9% | -41.5% | -26.4% |
| 1Y | +3.5% | +28.6% | -25.2% | -13.0% |
| All | +3.5% | +29.4% | -26.0% | -13.0% |
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 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