+105.5%
B vs DD
+67.2%
+38.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -7.3% | +5.0% | -12.3% | -8.8% |
| 30D | -3.3% | +19.7% | -23.0% | -9.2% |
| 3M | -7.8% | +7.2% | -14.9% | -10.2% |
| 6M | -15.5% | +1.0% | -16.6% | -16.2% |
| YTD | -12.3% | +29.1% | -41.4% | -18.3% |
| 1Y | +5.4% | +28.5% | -23.1% | -1.8% |
| 3Y | +165.5% | +89.4% | +76.1% | +122.1% |
| All | +105.5% | +67.2% | +38.3% | +56.9% |
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