+15.2%
D vs DD
+58.5%
-43.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +3.0% | +4.6% | -1.6% | +2.0% |
| 30D | +11.5% | +11.8% | -0.3% | +9.1% |
| 3M | +3.7% | +2.2% | +1.6% | +3.1% |
| 6M | +13.5% | -1.6% | +15.2% | +13.5% |
| YTD | +20.7% | +23.0% | -2.3% | +14.8% |
| 1Y | +18.2% | +26.9% | -8.7% | +11.6% |
| 3Y | +73.3% | +77.9% | -4.6% | +48.6% |
| All | +15.2% | +58.5% | -43.3% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling