+186.1%
COR vs DD
+61.3%
+124.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | +2.8% | -3.5% | +6.3% | +3.0% |
| 30D | +4.5% | -10.3% | +14.8% | +5.3% |
| 3M | +22.7% | -7.5% | +30.2% | +23.3% |
| 6M | -9.7% | -8.0% | -1.7% | -9.4% |
| YTD | -1.4% | +10.5% | -11.9% | -2.8% |
| 1Y | +13.9% | +38.3% | -24.3% | +9.8% |
| 3Y | +94.0% | +42.5% | +51.5% | +84.8% |
| All | +186.1% | +61.3% | +124.9% | +154.4% |
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