+1,582.2%
EL vs DD
+745.5%
+836.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +0.8% | -3.5% | +4.3% | +2.1% |
| 30D | +19.8% | -10.3% | +30.2% | +24.6% |
| 3M | +25.7% | -7.5% | +33.3% | +29.2% |
| 6M | +5.4% | -8.0% | +13.5% | +8.0% |
| YTD | +0.2% | +10.5% | -10.3% | -3.5% |
| 1Y | +20.4% | +38.3% | -17.8% | +6.9% |
| 3Y | -32.1% | +42.5% | -74.6% | -40.4% |
| 5Y | -67.2% | +60.2% | -127.4% | -72.3% |
| 10Y | +31.7% | +68.9% | -37.1% | +3.1% |
| All | +1,582.2% | +745.5% | +836.7% | +512.5% |
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