+99.0%
COST vs DD
+88.8%
+10.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +5.0% | +5.0% | 0.0% | +4.6% |
| 30D | +12.8% | +19.7% | -6.9% | +11.1% |
| 3M | +15.2% | +7.2% | +8.0% | +14.5% |
| 6M | +7.4% | +1.0% | +6.4% | +7.4% |
| YTD | +29.0% | +29.1% | -0.1% | +24.3% |
| 1Y | +20.3% | +28.5% | -8.2% | +15.9% |
| 3Y | +99.0% | +89.4% | +9.5% | +76.0% |
| All | +99.0% | +88.8% | +10.2% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling