+875.9%
BAX vs DD
+961.9%
-86.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | -5.5% | -10.3% | +4.9% | -2.9% |
| 3M | +33.5% | -7.5% | +41.1% | +36.0% |
| 6M | +35.9% | -8.0% | +43.9% | +38.3% |
| YTD | +35.4% | +10.5% | +24.9% | +31.9% |
| 1Y | +9.8% | +38.3% | -28.5% | +1.0% |
| 3Y | -32.7% | +42.5% | -75.2% | -39.1% |
| 5Y | -65.6% | +60.2% | -125.7% | -70.1% |
| 10Y | -34.9% | +68.9% | -103.8% | -46.9% |
| All | +875.9% | +961.9% | -86.0% | +317.7% |
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