+803.7%
B vs DD
+961.9%
-158.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -3.5% | +1.9% | -1.0% |
| 30D | +9.4% | -10.3% | +19.7% | +11.3% |
| 3M | +5.0% | -7.5% | +12.5% | +6.4% |
| 6M | -3.5% | -8.0% | +4.5% | -2.1% |
| YTD | +4.5% | +10.5% | -6.0% | +3.2% |
| 1Y | +67.8% | +38.3% | +29.5% | +60.2% |
| 3Y | +196.7% | +42.5% | +154.2% | +179.6% |
| 5Y | +151.9% | +60.2% | +91.8% | +131.2% |
| 10Y | +202.2% | +68.9% | +133.3% | +164.0% |
| All | +803.7% | +961.9% | -158.2% | +675.2% |
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