-5.6%
COST vs DD
+34.9%
-40.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | -3.5% | +2.3% | -1.3% |
| 30D | -4.7% | -11.7% | +6.9% | -4.9% |
| 3M | -7.1% | -9.2% | +2.1% | -7.3% |
| 6M | -8.5% | -7.2% | -1.4% | -9.0% |
| YTD | +5.4% | +6.6% | -1.2% | +2.6% |
| 1Y | -5.6% | +32.0% | -37.6% | -10.0% |
| All | -5.6% | +34.9% | -40.5% | -10.0% |
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