+1,044.5%
C vs DD
+1,148.4%
-103.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +4.7% | +6.7% | -2.0% | +0.7% |
| 30D | +0.2% | +19.4% | -19.2% | -10.2% |
| 3M | -9.3% | +7.6% | -17.0% | -13.9% |
| 6M | -0.8% | +2.9% | -3.7% | -3.6% |
| YTD | +8.5% | +29.9% | -21.4% | -9.3% |
| 1Y | +23.1% | +28.6% | -5.6% | +3.4% |
| 3Y | +220.8% | +90.0% | +130.8% | +105.2% |
| 5Y | +112.4% | +68.1% | +44.3% | +43.2% |
| 10Y | +217.9% | +98.7% | +119.2% | +82.3% |
| All | +1,044.5% | +1,148.4% | -103.9% | +116.8% |
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 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