+1,821.9%
BA vs DD
+961.9%
+860.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +1.2% | -3.5% | +4.7% | +2.8% |
| 30D | -11.6% | -10.3% | -1.3% | -7.3% |
| 3M | -2.4% | -7.5% | +5.2% | +1.1% |
| 6M | -6.6% | -8.0% | +1.4% | -3.5% |
| YTD | -2.2% | +10.5% | -12.7% | -7.3% |
| 1Y | -8.0% | +38.3% | -46.3% | -21.7% |
| 3Y | -5.0% | +42.5% | -47.5% | -22.1% |
| 5Y | -2.7% | +60.2% | -62.9% | -24.6% |
| 10Y | +75.9% | +68.9% | +7.0% | +30.7% |
| All | +1,821.9% | +961.9% | +860.0% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling