+11.9%
COST vs DD
+49.3%
-37.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.4% | +2.5% |
| 7D | +6.6% | +8.7% | -2.0% | +7.2% |
| 30D | +13.5% | +15.3% | -1.9% | +14.4% |
| 3M | +10.6% | +5.9% | +4.6% | +11.2% |
| 6M | +3.6% | +11.6% | -7.9% | +3.8% |
| YTD | +22.1% | +26.5% | -4.5% | +18.7% |
| 1Y | +11.9% | +35.4% | -23.5% | +8.1% |
| All | +11.9% | +49.3% | -37.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling