+38.3%
EAT vs DD
+33.7%
+4.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.6% |
| 7D | -6.8% | -3.8% | -3.0% | -6.0% |
| 30D | -5.4% | -9.2% | +3.9% | -3.3% |
| 3M | +42.8% | -9.0% | +51.7% | +45.5% |
| 6M | +56.5% | -5.0% | +61.5% | +56.9% |
| YTD | +50.0% | +7.4% | +42.6% | +47.6% |
| 1Y | +38.3% | +35.1% | +3.2% | +28.1% |
| All | +38.3% | +33.7% | +4.6% | +28.1% |
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