+11,556.1%
EAT vs DD
+961.9%
+10,594.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | 0.0% | -3.5% | +3.5% | +1.5% |
| 30D | +1.9% | -10.3% | +12.2% | +6.5% |
| 3M | +68.7% | -7.5% | +76.2% | +73.8% |
| 6M | +66.9% | -8.0% | +74.9% | +71.4% |
| YTD | +60.4% | +10.5% | +49.9% | +51.8% |
| 1Y | +44.0% | +38.3% | +5.7% | +22.9% |
| 3Y | +604.7% | +42.5% | +562.2% | +479.9% |
| 5Y | +347.0% | +60.2% | +286.9% | +250.6% |
| 10Y | +390.8% | +68.9% | +321.9% | +270.2% |
| All | +11,556.1% | +961.9% | +10,594.2% | +3,543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling