+10,204.8%
EAT vs DD
+1,151.9%
+9,052.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -4.0% |
| 7D | -3.9% | +9.8% | -13.7% | -8.1% |
| 30D | +5.0% | +19.3% | -14.4% | -3.1% |
| 3M | -9.6% | +9.4% | -19.0% | -13.7% |
| 6M | +46.8% | +4.8% | +42.0% | +42.2% |
| YTD | +41.8% | +30.2% | +11.6% | +24.3% |
| 1Y | +98.3% | +32.2% | +66.1% | +72.6% |
| 3Y | +503.1% | +93.1% | +410.0% | +334.3% |
| 5Y | +356.7% | +68.0% | +288.7% | +249.6% |
| 10Y | +349.8% | +98.5% | +251.3% | +214.8% |
| All | +10,204.8% | +1,151.9% | +9,052.9% | +2,884.3% |
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