+1,732.8%
EL vs DD
+896.8%
+836.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.1% | +0.7% |
| 7D | +8.0% | +9.8% | -1.8% | +4.3% |
| 30D | +15.4% | +19.3% | -3.9% | +8.1% |
| 3M | +28.5% | +9.4% | +19.1% | +24.1% |
| 6M | +32.2% | +4.8% | +27.4% | +29.4% |
| YTD | +9.2% | +30.2% | -21.1% | -1.1% |
| 1Y | +30.8% | +32.2% | -1.4% | +17.8% |
| 3Y | +3.7% | +93.1% | -89.4% | -18.6% |
| 5Y | -64.8% | +68.0% | -132.8% | -71.0% |
| 10Y | +60.0% | +98.5% | -38.4% | +18.0% |
| All | +1,732.8% | +896.8% | +836.0% | +527.6% |
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