+2,207.4%
ED vs DD
+961.9%
+1,245.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -0.2% | -3.5% | +3.3% | +0.3% |
| 30D | -0.1% | -10.3% | +10.2% | +1.4% |
| 3M | +3.9% | -7.5% | +11.5% | +5.0% |
| 6M | -3.0% | -8.0% | +5.0% | -2.3% |
| YTD | +10.7% | +10.5% | +0.2% | +8.4% |
| 1Y | +13.3% | +38.3% | -24.9% | +7.0% |
| 3Y | +34.5% | +42.5% | -8.0% | +24.5% |
| 5Y | +67.1% | +60.2% | +7.0% | +50.0% |
| 10Y | +103.0% | +68.9% | +34.2% | +72.2% |
| All | +2,207.4% | +961.9% | +1,245.5% | +1,131.6% |
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 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