+44.0%
EAT vs DD
+41.5%
+2.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.8% |
| 30D | +1.9% | -10.3% | +12.2% | +4.4% |
| 3M | +68.7% | -7.5% | +76.2% | +71.2% |
| 6M | +66.9% | -8.0% | +74.9% | +68.2% |
| YTD | +60.4% | +10.5% | +49.9% | +56.7% |
| 1Y | +44.0% | +38.3% | +5.7% | +31.9% |
| All | +44.0% | +41.5% | +2.5% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling