+11,671.2%
COST vs DD
+959.7%
+10,711.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -4.0% | -7.4% | +3.4% | -2.1% |
| 3M | -6.5% | -6.4% | 0.0% | -5.1% |
| 6M | -8.5% | -2.5% | -6.1% | -8.8% |
| YTD | +6.0% | +10.2% | -4.2% | +1.9% |
| 1Y | -5.8% | +36.9% | -42.7% | -15.0% |
| 3Y | +71.8% | +47.0% | +24.8% | +48.5% |
| 5Y | +106.2% | +63.1% | +43.1% | +70.5% |
| 10Y | +602.0% | +68.2% | +533.9% | +436.6% |
| All | +11,671.2% | +959.7% | +10,711.4% | +3,988.5% |
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