+55.3%
BE vs DD
+49.3%
+6.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -4.7% |
| 7D | -12.1% | +8.7% | -20.8% | -18.7% |
| 30D | -30.1% | +15.3% | -45.4% | -39.0% |
| 3M | -12.1% | +5.9% | -18.1% | -16.7% |
| 6M | -30.6% | +11.6% | -42.1% | -36.0% |
| YTD | +130.6% | +26.5% | +104.1% | +81.2% |
| 1Y | +55.3% | +35.4% | +19.9% | +15.3% |
| All | +55.3% | +49.3% | +6.0% | +15.3% |
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 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