+322.7%
EAT vs DD
+61.7%
+261.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -4.9% | -0.6% | -4.3% | -4.6% |
| 30D | -1.2% | -7.4% | +6.2% | +2.6% |
| 3M | +52.2% | -6.4% | +58.7% | +56.8% |
| 6M | +65.0% | -2.5% | +67.5% | +64.9% |
| YTD | +55.0% | +10.2% | +44.8% | +43.9% |
| 1Y | +42.1% | +36.9% | +5.1% | +15.5% |
| 3Y | +614.7% | +47.0% | +567.7% | +433.3% |
| 5Y | +322.7% | +63.1% | +259.6% | +191.2% |
| All | +322.7% | +61.7% | +261.0% | +191.2% |
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