+14,337.8%
DE vs DD
+959.7%
+13,378.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.7% | -0.6% | +1.3% | +1.0% |
| 30D | +9.6% | -7.4% | +17.1% | +13.6% |
| 3M | +19.0% | -6.4% | +25.4% | +22.3% |
| 6M | +16.1% | -2.5% | +18.5% | +16.5% |
| YTD | +47.0% | +10.2% | +36.8% | +38.7% |
| 1Y | +43.1% | +36.9% | +6.2% | +20.9% |
| 3Y | +77.5% | +47.0% | +30.5% | +40.4% |
| 5Y | +96.4% | +63.1% | +33.2% | +44.5% |
| 10Y | +852.9% | +68.2% | +784.7% | +556.2% |
| All | +14,337.8% | +959.7% | +13,378.1% | +3,481.5% |
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 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