-54.2%
COMP vs DD
+65.0%
-119.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.8% | -4.3% | -5.1% |
| 7D | -1.8% | +3.1% | -4.9% | -4.7% |
| 30D | -0.8% | +8.7% | -9.5% | -7.6% |
| 3M | -28.1% | -1.2% | -26.9% | -27.9% |
| 6M | +27.0% | -1.1% | +28.1% | +27.2% |
| YTD | -12.8% | +21.7% | -34.4% | -27.2% |
| 1Y | +4.9% | +24.0% | -19.2% | -14.1% |
| 3Y | +321.0% | +75.6% | +245.4% | +140.8% |
| 5Y | -25.6% | +58.2% | -83.7% | -55.8% |
| All | -54.2% | +65.0% | -119.2% | -73.6% |
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