+87.8%
DT vs DD
+91.7%
-3.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +3.1% | +5.0% | -1.8% | +1.2% |
| 30D | -29.5% | +19.7% | -49.2% | -34.7% |
| 3M | -11.7% | +7.2% | -18.9% | -14.8% |
| 6M | +29.0% | +1.0% | +28.0% | +27.1% |
| YTD | +3.4% | +29.1% | -25.7% | -9.4% |
| 1Y | -4.2% | +28.5% | -32.7% | -15.9% |
| 3Y | -12.8% | +89.4% | -102.3% | -37.9% |
| 5Y | -39.6% | +67.1% | -106.7% | -55.3% |
| All | +87.8% | +91.7% | -3.8% | +3.0% |
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 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