+7,328.4%
EW vs DD
+424.6%
+6,903.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +11.0% | +4.6% | +6.4% | +9.6% |
| 30D | +19.1% | +11.8% | +7.3% | +15.6% |
| 3M | +14.4% | +2.2% | +12.2% | +13.5% |
| 6M | +22.8% | -1.6% | +24.4% | +22.6% |
| YTD | +19.8% | +23.0% | -3.2% | +12.6% |
| 1Y | +23.9% | +26.9% | -3.0% | +15.5% |
| 3Y | +52.2% | +77.9% | -25.7% | +27.6% |
| 5Y | -13.9% | +59.9% | -73.8% | -26.6% |
| 10Y | +241.9% | +90.1% | +151.8% | +164.5% |
| All | +7,328.4% | +424.6% | +6,903.8% | +3,987.2% |
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