+1,458.7%
ET vs DD
+219.4%
+1,239.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.9% | -3.5% | +4.4% | +2.3% |
| 30D | +7.5% | -10.3% | +17.8% | +12.0% |
| 3M | +11.4% | -7.5% | +19.0% | +14.3% |
| 6M | +18.5% | -8.0% | +26.5% | +20.8% |
| YTD | +37.4% | +10.5% | +26.9% | +29.5% |
| 1Y | +30.9% | +38.3% | -7.3% | +11.9% |
| 3Y | +98.7% | +42.5% | +56.2% | +62.7% |
| 5Y | +230.7% | +60.2% | +170.5% | +152.1% |
| 10Y | +175.6% | +68.9% | +106.7% | +97.0% |
| All | +1,458.7% | +219.4% | +1,239.3% | +743.6% |
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