-10.8%
DOW vs DD
+54.8%
-65.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | -2.4% | -3.5% | +1.1% | 0.0% |
| 30D | +0.4% | -10.3% | +10.7% | +8.0% |
| 3M | -14.4% | -7.5% | -6.9% | -10.6% |
| 6M | -7.0% | -8.0% | +1.0% | -4.7% |
| YTD | +30.2% | +10.5% | +19.7% | +16.5% |
| 1Y | +29.2% | +38.3% | -9.1% | -2.6% |
| 3Y | -36.7% | +42.5% | -79.2% | -54.0% |
| 5Y | -37.7% | +60.2% | -97.9% | -59.6% |
| All | -10.8% | +54.8% | -65.6% | -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 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