+327.7%
BE vs DD
+35.8%
+291.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -0.6% |
| 7D | +23.9% | -3.8% | +27.7% | +28.1% |
| 30D | +27.8% | -9.2% | +37.1% | +39.2% |
| 3M | +3.7% | -9.0% | +12.7% | +13.4% |
| 6M | +78.0% | -5.0% | +82.9% | +89.3% |
| YTD | +209.9% | +7.4% | +202.5% | +204.9% |
| All | +327.7% | +35.8% | +291.9% | +237.3% |
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