+898.2%
BAX vs DD
+1,166.0%
-267.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +3.6% | +2.2% | +1.4% | +3.0% |
| 30D | +8.5% | +20.7% | -12.2% | +3.4% |
| 3M | -4.9% | +11.3% | -16.2% | -7.5% |
| 6M | +47.0% | +6.0% | +41.0% | +44.2% |
| YTD | +38.4% | +31.7% | +6.7% | +28.9% |
| 1Y | +49.1% | +32.2% | +16.9% | +38.7% |
| 3Y | -14.9% | +92.7% | -107.6% | -28.4% |
| 5Y | -63.1% | +72.1% | -135.2% | -68.6% |
| 10Y | -35.6% | +99.7% | -135.3% | -49.7% |
| All | +898.2% | +1,166.0% | -267.8% | +308.3% |
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