+23.7%
EW vs DD
+33.0%
-9.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +9.3% | +2.2% | +7.0% | +8.7% |
| 30D | +22.1% | +20.7% | +1.4% | +17.8% |
| 3M | +13.0% | +11.3% | +1.7% | +10.6% |
| 6M | +30.1% | +6.0% | +24.1% | +28.3% |
| YTD | +22.0% | +31.7% | -9.7% | +14.4% |
| 1Y | +23.7% | +32.2% | -8.5% | +16.0% |
| All | +23.7% | +33.0% | -9.3% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling