+6,438.2%
EW vs DD
+371.1%
+6,067.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -0.3% | -3.5% | +3.2% | +0.5% |
| 30D | +1.0% | -10.3% | +11.4% | +3.8% |
| 3M | +2.8% | -7.5% | +10.3% | +4.6% |
| 6M | +5.5% | -8.0% | +13.5% | +7.1% |
| YTD | +5.5% | +10.5% | -5.0% | +2.0% |
| 1Y | +11.0% | +38.3% | -27.2% | +1.2% |
| 3Y | +17.7% | +42.5% | -24.8% | +4.4% |
| 5Y | -25.7% | +60.2% | -85.9% | -36.7% |
| 10Y | +132.8% | +68.9% | +63.9% | +85.8% |
| All | +6,438.2% | +371.1% | +6,067.1% | +3,603.0% |
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 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