+70.3%
ED vs DD
+61.3%
+9.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -0.2% | -3.5% | +3.3% | 0.0% |
| 30D | -0.1% | -10.3% | +10.2% | +0.5% |
| 3M | +3.9% | -7.5% | +11.5% | +4.4% |
| 6M | -3.0% | -8.0% | +5.0% | -2.7% |
| YTD | +10.7% | +10.5% | +0.2% | +9.3% |
| 1Y | +13.3% | +38.3% | -24.9% | +9.6% |
| 3Y | +34.5% | +42.5% | -8.0% | +28.5% |
| All | +70.3% | +61.3% | +9.0% | +54.6% |
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