+688.8%
B vs DD
+1,155.7%
-466.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.7% | +3.2% | -5.9% | -3.2% |
| 30D | -4.3% | +20.3% | -24.6% | -7.2% |
| 3M | -2.3% | +8.2% | -10.5% | -3.7% |
| 6M | -16.2% | +3.4% | -19.6% | -16.7% |
| YTD | -8.8% | +30.6% | -39.5% | -12.4% |
| 1Y | +11.4% | +30.6% | -19.3% | +7.0% |
| 3Y | +174.3% | +91.1% | +83.2% | +147.1% |
| 5Y | +116.2% | +68.6% | +47.6% | +96.3% |
| 10Y | +222.7% | +99.9% | +122.9% | +174.1% |
| All | +688.8% | +1,155.7% | -466.9% | +557.9% |
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 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