+1,462.0%
BA vs DD
+1,069.5%
+392.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -0.8% |
| 7D | -0.1% | +3.1% | -3.2% | -1.7% |
| 30D | -9.1% | +8.7% | -17.9% | -12.8% |
| 3M | -28.2% | -1.2% | -27.0% | -28.2% |
| 6M | -23.1% | -1.1% | -22.1% | -23.2% |
| YTD | -20.6% | +21.7% | -42.2% | -28.2% |
| 1Y | -12.7% | +24.0% | -36.8% | -21.9% |
| 3Y | -11.6% | +75.6% | -87.2% | -34.0% |
| 5Y | -23.1% | +58.2% | -81.3% | -40.2% |
| 10Y | +34.4% | +88.0% | -53.6% | -5.2% |
| All | +1,462.0% | +1,069.5% | +392.4% | +359.8% |
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 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