-12.3%
BA vs DD
+29.4%
-41.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.6% | +6.7% | -7.3% | -2.6% |
| 30D | -8.0% | +19.4% | -27.4% | -13.7% |
| 3M | -25.8% | +7.6% | -33.4% | -27.5% |
| 6M | -27.6% | +2.9% | -30.5% | -28.7% |
| YTD | -21.0% | +29.9% | -50.9% | -28.0% |
| 1Y | -12.3% | +28.6% | -40.9% | -20.0% |
| All | -12.3% | +29.4% | -41.7% | -20.0% |
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 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