+4,316.7%
ETR vs DD
+961.9%
+3,354.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | -3.5% | +4.9% | +2.1% |
| 30D | +1.0% | -10.3% | +11.3% | +3.0% |
| 3M | -1.3% | -7.5% | +6.3% | 0.0% |
| 6M | +1.9% | -8.0% | +9.9% | +3.0% |
| YTD | +18.2% | +10.5% | +7.7% | +15.2% |
| 1Y | +24.7% | +38.3% | -13.6% | +16.1% |
| 3Y | +150.7% | +42.5% | +108.2% | +129.0% |
| 5Y | +127.0% | +60.2% | +66.9% | +100.3% |
| 10Y | +295.5% | +68.9% | +226.6% | +228.1% |
| All | +4,316.7% | +961.9% | +3,354.8% | +2,502.3% |
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