-28.3%
DOW vs DD
+70.3%
-98.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.8% |
| 7D | -0.5% | +3.2% | -3.7% | -2.6% |
| 30D | +15.7% | +20.3% | -4.6% | +2.9% |
| 3M | +5.3% | +8.2% | -2.9% | -0.3% |
| 6M | -14.2% | +3.4% | -17.6% | -17.4% |
| YTD | +43.9% | +30.6% | +13.3% | +16.0% |
| 1Y | +53.1% | +30.6% | +22.4% | +23.5% |
| 3Y | -21.8% | +91.1% | -112.9% | -52.1% |
| 5Y | -28.3% | +68.6% | -96.9% | -54.5% |
| All | -28.3% | +70.3% | -98.6% | -54.5% |
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 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