+76.3%
DE vs DD
+42.2%
+34.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | -3.0% | -3.8% | +0.7% | -1.7% |
| 30D | +11.1% | -9.2% | +20.4% | +14.8% |
| 3M | +17.6% | -9.0% | +26.6% | +21.2% |
| 6M | +13.6% | -5.0% | +18.5% | +15.0% |
| YTD | +46.3% | +7.4% | +38.9% | +41.6% |
| 1Y | +44.2% | +35.1% | +9.1% | +27.9% |
| All | +76.3% | +42.2% | +34.1% | +52.5% |
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 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