+166.1%
B vs DD
+78.0%
+88.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +9.6% | +4.6% | +5.0% | +7.3% |
| 30D | +3.5% | +11.8% | -8.3% | -1.3% |
| 3M | -1.6% | +2.2% | -3.7% | -2.9% |
| 6M | -1.7% | -1.6% | 0.0% | -1.5% |
| YTD | -5.3% | +23.0% | -28.3% | -10.9% |
| 1Y | +27.2% | +26.9% | +0.3% | +18.8% |
| 3Y | +166.1% | +77.9% | +88.2% | +120.8% |
| All | +166.1% | +78.0% | +88.1% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling