-29.4%
EL vs DD
+46.1%
-75.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +0.8% | -3.5% | +4.3% | +3.1% |
| 30D | +19.8% | -10.3% | +30.2% | +28.3% |
| 3M | +25.7% | -7.5% | +33.3% | +31.7% |
| 6M | +5.4% | -8.0% | +13.5% | +9.9% |
| YTD | +0.2% | +10.5% | -10.3% | -7.3% |
| 1Y | +20.4% | +38.3% | -17.8% | -5.2% |
| All | -29.4% | +46.1% | -75.5% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling