+14,227.5%
COST vs DD
+1,141.0%
+13,086.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +5.0% | +5.0% | 0.0% | +3.6% |
| 30D | +12.8% | +19.7% | -6.9% | +7.2% |
| 3M | +15.2% | +7.2% | +8.0% | +12.6% |
| 6M | +7.4% | +1.0% | +6.4% | +6.2% |
| YTD | +29.0% | +29.1% | -0.1% | +18.5% |
| 1Y | +20.3% | +28.5% | -8.2% | +10.5% |
| 3Y | +99.0% | +89.4% | +9.5% | +60.2% |
| 5Y | +125.7% | +67.1% | +58.5% | +85.4% |
| 10Y | +775.3% | +97.5% | +677.8% | +538.9% |
| All | +14,227.5% | +1,141.0% | +13,086.6% | +4,654.1% |
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 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