+998.2%
C vs DD
+1,082.4%
-84.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -2.4% | +4.6% | -7.0% | -5.3% |
| 30D | -6.0% | +11.8% | -17.8% | -12.4% |
| 3M | -10.5% | +2.2% | -12.7% | -12.3% |
| 6M | -5.7% | -1.6% | -4.1% | -6.0% |
| YTD | +4.1% | +23.0% | -18.9% | -10.0% |
| 1Y | +20.5% | +26.9% | -6.5% | +2.1% |
| 3Y | +208.1% | +77.9% | +130.2% | +105.2% |
| 5Y | +110.4% | +59.9% | +50.5% | +46.2% |
| 10Y | +234.6% | +90.1% | +144.6% | +97.3% |
| All | +998.2% | +1,082.4% | -84.1% | +115.0% |
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