+1,719.4%
EL vs DD
+899.9%
+819.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +0.3% | +3.2% | -3.0% | -0.9% |
| 30D | +12.3% | +20.3% | -8.0% | +4.9% |
| 3M | +28.4% | +8.2% | +20.2% | +24.5% |
| 6M | +36.7% | +3.4% | +33.3% | +34.5% |
| YTD | +8.4% | +30.6% | -22.2% | -2.0% |
| 1Y | +25.4% | +30.6% | -5.2% | +13.4% |
| 3Y | +3.4% | +91.1% | -87.7% | -18.5% |
| 5Y | -64.8% | +68.6% | -133.4% | -71.0% |
| 10Y | +63.0% | +99.9% | -36.9% | +19.9% |
| All | +1,719.4% | +899.9% | +819.5% | +522.3% |
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