-29.4%
BAX vs DD
+47.4%
-76.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +39.7% |
| YTD | +35.4% | +10.5% | +24.9% | +28.7% |
| 1Y | +9.8% | +38.3% | -28.5% | -6.0% |
| All | -29.4% | +47.4% | -76.8% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling