+2,271.9%
D vs DD
+961.9%
+1,310.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +0.4% | -3.5% | +4.0% | +1.1% |
| 30D | -3.6% | -10.3% | +6.8% | -1.6% |
| 3M | -1.0% | -7.5% | +6.5% | +0.3% |
| 6M | +6.3% | -8.0% | +14.3% | +7.4% |
| YTD | +14.7% | +10.5% | +4.2% | +11.8% |
| 1Y | +16.9% | +38.3% | -21.3% | +8.8% |
| 3Y | +56.8% | +42.5% | +14.3% | +43.2% |
| 5Y | +5.2% | +60.2% | -55.0% | -7.4% |
| 10Y | +35.9% | +68.9% | -33.0% | +12.1% |
| All | +2,271.9% | +961.9% | +1,310.0% | +1,233.0% |
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 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