+105.9%
C vs DD
+58.5%
+47.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -2.4% | +4.6% | -7.0% | -4.8% |
| 30D | -6.0% | +11.8% | -17.8% | -11.3% |
| 3M | -10.5% | +2.2% | -12.7% | -11.9% |
| 6M | -5.7% | -1.6% | -4.1% | -5.7% |
| YTD | +4.1% | +23.0% | -18.9% | -8.0% |
| 1Y | +20.5% | +26.9% | -6.5% | +4.6% |
| 3Y | +208.1% | +77.9% | +130.2% | +115.6% |
| All | +105.9% | +58.5% | +47.5% | +43.1% |
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