+1,008.9%
BE vs DD
+29.7%
+979.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +110.0% |
| YTD | +219.0% | +10.2% | +208.8% | +199.3% |
| 1Y | +418.8% | +36.9% | +381.8% | +314.9% |
| 3Y | +1,784.6% | +47.0% | +1,737.5% | +1,300.7% |
| 5Y | +1,251.0% | +63.1% | +1,187.8% | +833.6% |
| All | +1,008.9% | +29.7% | +979.2% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling