-67.4%
EL vs DD
+61.7%
-129.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.7% | -0.6% | +2.3% | +2.1% |
| 30D | +15.5% | -7.4% | +22.9% | +21.2% |
| 3M | +20.6% | -6.4% | +27.0% | +25.5% |
| 6M | +10.5% | -2.5% | +12.9% | +10.6% |
| YTD | -1.9% | +10.2% | -12.1% | -9.0% |
| 1Y | +16.1% | +36.9% | -20.9% | -7.5% |
| 3Y | -30.2% | +47.0% | -77.2% | -47.5% |
| 5Y | -67.4% | +63.1% | -130.5% | -76.9% |
| All | -67.4% | +61.7% | -129.1% | -76.9% |
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