+461.4%
BE vs DD
+70.0%
+391.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.3% |
| 7D | -13.4% | +2.2% | -15.6% | -14.3% |
| 30D | -33.9% | +20.7% | -54.6% | -43.2% |
| 3M | -12.0% | +11.3% | -23.3% | -19.1% |
| 6M | -29.0% | +6.0% | -34.9% | -31.3% |
| YTD | +113.4% | +31.7% | +81.7% | +71.7% |
| 1Y | +33.2% | +32.2% | +0.9% | +7.0% |
| 3Y | +1,659.2% | +92.7% | +1,566.5% | +870.3% |
| 5Y | +461.4% | +72.1% | +389.3% | +233.4% |
| All | +461.4% | +70.0% | +391.4% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling