+82.3%
DT vs DD
+95.5%
-13.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -7.5% | +2.2% | -9.8% | -8.3% |
| 30D | -31.5% | +20.7% | -52.2% | -36.7% |
| 3M | -14.0% | +11.3% | -25.3% | -18.2% |
| 6M | +6.9% | +6.0% | +0.9% | +3.3% |
| YTD | +0.3% | +31.7% | -31.4% | -12.7% |
| 1Y | -6.9% | +32.2% | -39.2% | -19.2% |
| 3Y | -13.9% | +92.7% | -106.6% | -39.0% |
| 5Y | -39.9% | +72.1% | -112.0% | -56.0% |
| All | +82.3% | +95.5% | -13.2% | -0.8% |
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