+1,334.3%
ET vs DD
+280.8%
+1,053.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | -1.9% | +2.2% | -4.1% | -2.8% |
| 30D | -3.1% | +20.7% | -23.7% | -10.2% |
| 3M | -3.9% | +11.3% | -15.2% | -8.3% |
| 6M | +4.0% | +6.0% | -2.0% | +0.5% |
| YTD | +26.4% | +31.7% | -5.3% | +10.8% |
| 1Y | +24.9% | +32.2% | -7.3% | +9.1% |
| 3Y | +85.2% | +92.7% | -7.5% | +34.2% |
| 5Y | +218.3% | +72.1% | +146.2% | +136.2% |
| 10Y | +172.0% | +99.7% | +72.3% | +81.0% |
| All | +1,334.3% | +280.8% | +1,053.5% | +621.6% |
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