+9.8%
BAX vs DD
+41.5%
-31.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -1.1% | -3.5% | +2.4% | +0.5% |
| 30D | -5.5% | -10.3% | +4.9% | -0.7% |
| 3M | +33.5% | -7.5% | +41.1% | +37.8% |
| 6M | +35.9% | -8.0% | +43.9% | +38.8% |
| YTD | +35.4% | +10.5% | +24.9% | +29.8% |
| 1Y | +9.8% | +38.3% | -28.5% | -4.6% |
| All | +9.8% | +41.5% | -31.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling