-10.6%
BA vs DD
+49.3%
-59.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.7% |
| 7D | +5.9% | +8.7% | -2.8% | +2.9% |
| 30D | -8.2% | +15.3% | -23.5% | -12.7% |
| 3M | -25.4% | +5.9% | -31.3% | -26.7% |
| 6M | -20.0% | +11.6% | -31.6% | -22.7% |
| YTD | -18.5% | +26.5% | -45.0% | -23.6% |
| 1Y | -10.6% | +35.4% | -46.0% | -17.2% |
| All | -10.6% | +49.3% | -59.9% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling