+69.3%
EAT vs DD
+27.9%
+41.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -4.0% | +5.0% | -8.9% | -4.9% |
| 30D | -2.9% | +19.7% | -22.6% | -6.8% |
| 3M | -16.9% | +7.2% | -24.1% | -17.8% |
| 6M | +57.0% | +1.0% | +55.9% | +56.9% |
| YTD | +38.2% | +29.1% | +9.1% | +28.5% |
| 1Y | +69.3% | +28.5% | +40.8% | +57.9% |
| All | +69.3% | +27.9% | +41.4% | +57.9% |
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