-11.9%
BA vs DD
+27.9%
-39.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.1% | +5.0% | -6.1% | -2.6% |
| 30D | -7.1% | +19.7% | -26.8% | -13.0% |
| 3M | -25.5% | +7.2% | -32.7% | -27.2% |
| 6M | -28.7% | +1.0% | -29.8% | -29.4% |
| YTD | -21.0% | +29.1% | -50.1% | -27.8% |
| 1Y | -11.9% | +28.5% | -40.3% | -19.3% |
| All | -11.9% | +27.9% | -39.7% | -19.3% |
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