-11.8%
BA vs DD
+94.8%
-106.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.9% |
| 30D | -8.9% | +20.7% | -29.6% | -15.6% |
| 3M | -25.5% | +11.3% | -36.8% | -28.8% |
| 6M | -27.0% | +6.0% | -32.9% | -28.9% |
| YTD | -20.1% | +31.7% | -51.8% | -29.2% |
| 1Y | -11.0% | +32.2% | -43.2% | -21.3% |
| 3Y | -11.8% | +92.7% | -104.5% | -33.9% |
| All | -11.8% | +94.8% | -106.6% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling