-22.1%
BA vs DD
+58.5%
-80.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +1.1% | +4.6% | -3.5% | -1.5% |
| 30D | -7.9% | +11.8% | -19.7% | -13.4% |
| 3M | -25.3% | +2.2% | -27.5% | -26.5% |
| 6M | -24.6% | -1.6% | -22.9% | -24.5% |
| YTD | -20.1% | +23.0% | -43.1% | -29.7% |
| 1Y | -11.8% | +26.9% | -38.7% | -23.8% |
| 3Y | -10.1% | +77.9% | -88.0% | -39.3% |
| All | -22.1% | +58.5% | -80.6% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling