+216.1%
C vs DD
+89.9%
+126.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +4.7% | +6.7% | -2.0% | +1.9% |
| 30D | +0.2% | +19.4% | -19.2% | -7.3% |
| 3M | -9.3% | +7.6% | -17.0% | -12.4% |
| 6M | -0.8% | +2.9% | -3.7% | -2.5% |
| YTD | +8.5% | +29.9% | -21.4% | -4.7% |
| 1Y | +23.1% | +28.6% | -5.6% | +8.5% |
| All | +216.1% | +89.9% | +126.2% | +120.3% |
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 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