+356.7%
EAT vs DD
+71.8%
+284.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -4.4% |
| 7D | -3.9% | +9.8% | -13.7% | -8.9% |
| 30D | +5.0% | +19.3% | -14.4% | -4.6% |
| 3M | -9.6% | +9.4% | -19.0% | -14.4% |
| 6M | +46.8% | +4.8% | +42.0% | +41.5% |
| YTD | +41.8% | +30.2% | +11.6% | +19.7% |
| 1Y | +98.3% | +32.2% | +66.1% | +65.7% |
| 3Y | +503.1% | +93.1% | +410.0% | +275.1% |
| 5Y | +356.7% | +68.0% | +288.7% | +209.3% |
| All | +356.7% | +71.8% | +284.9% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling