+40.9%
BP vs DD
+33.7%
+7.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +1.5% |
| 7D | +4.0% | -3.8% | +7.8% | +3.6% |
| 30D | +7.8% | -9.2% | +17.1% | +7.0% |
| 3M | +8.4% | -9.0% | +17.4% | +7.6% |
| 6M | +15.1% | -5.0% | +20.0% | +14.4% |
| YTD | +36.4% | +7.4% | +29.0% | +34.6% |
| 1Y | +40.9% | +35.1% | +5.8% | +37.8% |
| All | +40.9% | +33.7% | +7.2% | +37.8% |
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