-20.4%
BA vs DD
+70.3%
-90.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -1.4% | +3.2% | -4.6% | -3.1% |
| 30D | -7.9% | +20.3% | -28.2% | -16.6% |
| 3M | -25.2% | +8.2% | -33.3% | -28.5% |
| 6M | -26.7% | +3.4% | -30.1% | -28.5% |
| YTD | -19.6% | +30.6% | -50.2% | -31.4% |
| 1Y | -10.6% | +30.6% | -41.2% | -23.8% |
| 3Y | -11.2% | +91.1% | -102.4% | -42.4% |
| 5Y | -20.4% | +68.6% | -89.0% | -44.8% |
| All | -20.4% | +70.3% | -90.8% | -44.8% |
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