+1,784.6%
BE vs DD
+47.1%
+1,737.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.8% |
| 7D | +29.8% | -0.6% | +30.4% | +30.2% |
| 30D | +26.4% | -7.4% | +33.8% | +33.6% |
| 3M | +9.3% | -6.4% | +15.8% | +15.5% |
| 6M | +105.1% | -2.5% | +107.5% | +110.7% |
| YTD | +219.0% | +10.2% | +208.8% | +203.0% |
| 1Y | +418.8% | +36.9% | +381.8% | +325.3% |
| 3Y | +1,784.6% | +47.0% | +1,737.5% | +1,352.6% |
| All | +1,784.6% | +47.1% | +1,737.5% | +1,352.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling