+9,905.1%
EAT vs DD
+1,148.4%
+8,756.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -7.1% | +6.7% | -13.8% | -9.8% |
| 30D | -2.3% | +19.4% | -21.8% | -9.9% |
| 3M | -19.6% | +7.6% | -27.3% | -22.7% |
| 6M | +46.0% | +2.9% | +43.1% | +42.6% |
| YTD | +37.7% | +29.9% | +7.8% | +20.8% |
| 1Y | +73.8% | +28.6% | +45.1% | +52.9% |
| 3Y | +482.1% | +90.0% | +392.1% | +322.0% |
| 5Y | +362.5% | +68.1% | +294.3% | +253.8% |
| 10Y | +319.3% | +98.7% | +220.5% | +193.3% |
| All | +9,905.1% | +1,148.4% | +8,756.7% | +2,800.0% |
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