+99.2%
DE vs DD
+58.1%
+41.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | -3.0% | -3.8% | +0.7% | -1.5% |
| 30D | +11.1% | -9.2% | +20.4% | +15.4% |
| 3M | +17.6% | -9.0% | +26.6% | +21.8% |
| 6M | +13.6% | -5.0% | +18.5% | +15.1% |
| YTD | +46.3% | +7.4% | +38.9% | +40.5% |
| 1Y | +44.2% | +35.1% | +9.1% | +24.9% |
| 3Y | +76.6% | +43.2% | +33.4% | +45.1% |
| All | +99.2% | +58.1% | +41.1% | +48.6% |
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