+719.1%
B vs DD
+1,082.4%
-363.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +9.6% | +4.6% | +5.0% | +8.7% |
| 30D | +3.5% | +11.8% | -8.3% | +1.5% |
| 3M | -1.6% | +2.2% | -3.7% | -2.1% |
| 6M | -1.7% | -1.6% | 0.0% | -1.4% |
| YTD | -5.3% | +23.0% | -28.3% | -8.2% |
| 1Y | +27.2% | +26.9% | +0.3% | +22.9% |
| 3Y | +166.1% | +77.9% | +88.2% | +142.4% |
| 5Y | +136.5% | +59.9% | +76.6% | +116.6% |
| 10Y | +172.2% | +90.1% | +82.2% | +133.1% |
| All | +719.1% | +1,082.4% | -363.3% | +589.7% |
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