+628.5%
EAT vs DD
+45.9%
+582.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -1.2% | -7.4% | +6.2% | +1.3% |
| 3M | +52.2% | -6.4% | +58.7% | +55.4% |
| 6M | +65.0% | -2.5% | +67.5% | +65.1% |
| YTD | +55.0% | +10.2% | +44.8% | +47.7% |
| 1Y | +42.1% | +36.9% | +5.1% | +23.9% |
| All | +628.5% | +45.9% | +582.6% | +509.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling