+2,449.8%
ED vs DD
+1,082.4%
+1,367.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | +1.6% | +4.6% | -3.0% | +0.9% |
| 30D | +13.3% | +11.8% | +1.5% | +11.3% |
| 3M | +9.7% | +2.2% | +7.6% | +9.2% |
| 6M | +12.8% | -1.6% | +14.4% | +12.6% |
| YTD | +22.3% | +23.0% | -0.7% | +17.7% |
| 1Y | +26.3% | +26.9% | -0.7% | +20.9% |
| 3Y | +45.0% | +77.9% | -32.9% | +29.7% |
| 5Y | +80.2% | +59.9% | +20.3% | +62.0% |
| 10Y | +129.9% | +90.1% | +39.8% | +91.4% |
| All | +2,449.8% | +1,082.4% | +1,367.4% | +1,237.8% |
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