+85.4%
BE vs DD
+27.9%
+57.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.3% |
| 7D | +10.8% | +5.0% | +5.9% | +5.7% |
| 30D | -19.8% | +19.7% | -39.5% | -31.7% |
| 3M | -18.7% | +7.2% | -25.9% | -23.2% |
| 6M | -33.7% | +1.0% | -34.8% | -34.3% |
| YTD | +121.0% | +29.1% | +91.9% | +81.5% |
| 1Y | +85.4% | +28.5% | +56.9% | +53.6% |
| All | +85.4% | +27.9% | +57.5% | +53.6% |
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