+157.6%
B vs DD
+61.3%
+96.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -3.5% | +1.9% | -0.5% |
| 30D | +9.4% | -10.3% | +19.7% | +13.1% |
| 3M | +5.0% | -7.5% | +12.5% | +7.7% |
| 6M | -3.5% | -8.0% | +4.5% | -0.9% |
| YTD | +4.5% | +10.5% | -6.0% | +2.8% |
| 1Y | +67.8% | +38.3% | +29.5% | +56.6% |
| 3Y | +196.7% | +42.5% | +154.2% | +171.3% |
| All | +157.6% | +61.3% | +96.3% | +115.0% |
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 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