+75.0%
D vs DD
+88.8%
-13.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.4% | +5.0% | -6.3% | -2.1% |
| 30D | +7.7% | +19.7% | -12.0% | +4.6% |
| 3M | -0.3% | +7.2% | -7.5% | -1.5% |
| 6M | +10.1% | +1.0% | +9.0% | +9.7% |
| YTD | +19.1% | +29.1% | -10.0% | +12.8% |
| 1Y | +15.9% | +28.5% | -12.6% | +9.8% |
| 3Y | +75.0% | +89.4% | -14.4% | +38.0% |
| All | +75.0% | +88.8% | -13.8% | +38.0% |
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