+270.6%
C vs DD
+46.1%
+224.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.6% | -3.5% | +7.1% | +5.2% |
| 30D | +0.1% | -10.3% | +10.4% | +4.8% |
| 3M | +2.4% | -7.5% | +10.0% | +5.7% |
| 6M | +24.9% | -8.0% | +32.9% | +28.5% |
| YTD | +19.8% | +10.5% | +9.3% | +13.1% |
| 1Y | +44.9% | +38.3% | +6.6% | +22.6% |
| All | +270.6% | +46.1% | +224.5% | +202.5% |
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