+62.1%
D vs DD
+43.0%
+19.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.5% | -3.5% | +5.0% | +2.1% |
| 30D | -2.6% | -10.3% | +7.7% | -0.8% |
| 3M | 0.0% | -7.5% | +7.5% | +1.2% |
| 6M | +7.4% | -8.0% | +15.4% | +8.4% |
| YTD | +15.9% | +10.5% | +5.4% | +12.4% |
| 1Y | +18.1% | +38.3% | -20.2% | +8.7% |
| All | +62.1% | +43.0% | +19.1% | +41.1% |
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 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