-34.6%
DOW vs DD
+47.1%
-81.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -2.9% | -0.6% | -2.3% | -2.6% |
| 30D | +2.0% | -7.4% | +9.4% | +6.6% |
| 3M | -12.5% | -6.4% | -6.1% | -9.8% |
| 6M | -9.2% | -2.5% | -6.7% | -10.9% |
| YTD | +30.8% | +10.2% | +20.5% | +16.5% |
| 1Y | +29.4% | +36.9% | -7.5% | -2.8% |
| 3Y | -34.6% | +47.0% | -81.6% | -53.6% |
| All | -34.6% | +47.1% | -81.7% | -53.6% |
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 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