-66.9%
BAX vs DD
+61.7%
-128.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -9.7% | -7.4% | -2.3% | -7.0% |
| 3M | +29.3% | -6.4% | +35.7% | +32.2% |
| 6M | +40.7% | -2.5% | +43.1% | +40.9% |
| YTD | +30.3% | +10.2% | +20.0% | +25.1% |
| 1Y | +3.4% | +36.9% | -33.5% | -8.7% |
| 3Y | -32.0% | +47.0% | -79.0% | -42.7% |
| 5Y | -66.9% | +63.1% | -130.0% | -73.8% |
| All | -66.9% | +61.7% | -128.6% | -73.8% |
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