-28.4%
DT vs DD
+59.3%
-87.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.6% |
| 7D | -0.5% | -3.8% | +3.2% | +0.9% |
| 30D | +0.1% | -9.2% | +9.3% | +3.6% |
| 3M | +24.1% | -9.0% | +33.1% | +28.3% |
| 6M | +30.1% | -5.0% | +35.1% | +30.6% |
| YTD | +16.8% | +7.4% | +9.4% | +10.3% |
| 1Y | -0.1% | +35.1% | -35.2% | -15.6% |
| 3Y | +6.8% | +43.2% | -36.4% | -15.5% |
| 5Y | -28.4% | +59.6% | -88.0% | -47.0% |
| All | -28.4% | +59.3% | -87.7% | -47.0% |
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