-29.4%
EW vs DD
+61.7%
-91.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | -3.3% | -7.4% | +4.1% | -1.3% |
| 3M | +1.0% | -6.4% | +7.4% | +2.7% |
| 6M | +6.2% | -2.5% | +8.7% | +6.2% |
| YTD | +1.7% | +10.2% | -8.5% | -2.2% |
| 1Y | +8.1% | +36.9% | -28.8% | -3.1% |
| 3Y | +17.1% | +47.0% | -29.9% | -0.4% |
| 5Y | -29.4% | +63.1% | -92.5% | -42.0% |
| All | -29.4% | +61.7% | -91.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling