-44.8%
COMP vs DD
+49.8%
-94.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | +1.4% | -3.5% | +4.9% | +4.4% |
| 30D | -13.3% | -10.3% | -3.0% | -5.3% |
| 3M | +41.1% | -7.5% | +48.7% | +50.2% |
| 6M | +17.2% | -8.0% | +25.2% | +25.5% |
| YTD | +5.2% | +10.5% | -5.3% | -4.5% |
| 1Y | +18.9% | +38.3% | -19.3% | -11.3% |
| 3Y | +215.9% | +42.5% | +173.4% | +120.6% |
| 5Y | -31.2% | +60.2% | -91.4% | -56.8% |
| All | -44.8% | +49.8% | -94.6% | -65.3% |
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