-17.0%
COMP vs DD
+70.0%
-87.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -8.4% |
| 7D | +7.2% | +2.2% | +5.0% | +5.2% |
| 30D | +6.4% | +20.7% | -14.3% | -9.9% |
| 3M | -19.4% | +11.3% | -30.8% | -27.1% |
| 6M | +14.6% | +6.0% | +8.6% | +7.9% |
| YTD | -5.5% | +31.7% | -37.2% | -27.4% |
| 1Y | +13.7% | +32.2% | -18.6% | -13.3% |
| 3Y | +409.7% | +92.7% | +317.0% | +151.4% |
| 5Y | -17.0% | +72.1% | -89.1% | -55.7% |
| All | -17.0% | +70.0% | -87.0% | -55.7% |
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