+6.2%
DT vs DD
+47.1%
-40.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | +2.7% | -7.4% | +10.1% | +4.5% |
| 3M | +20.0% | -6.4% | +26.4% | +21.7% |
| 6M | +28.0% | -2.5% | +30.5% | +27.6% |
| YTD | +16.0% | +10.2% | +5.8% | +10.9% |
| 1Y | +0.7% | +36.9% | -36.2% | -10.6% |
| 3Y | +6.2% | +47.0% | -40.8% | -9.1% |
| All | +6.2% | +47.1% | -40.9% | -9.1% |
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