+7,595.3%
EW vs DD
+457.1%
+7,138.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +6.5% | +3.2% | +3.2% | +5.6% |
| 30D | +22.5% | +20.3% | +2.2% | +16.8% |
| 3M | +13.0% | +8.2% | +4.8% | +10.5% |
| 6M | +37.1% | +3.4% | +33.7% | +35.3% |
| YTD | +24.1% | +30.6% | -6.5% | +14.9% |
| 1Y | +24.2% | +30.6% | -6.4% | +15.0% |
| 3Y | +64.8% | +91.1% | -26.3% | +35.6% |
| 5Y | -7.4% | +68.6% | -76.0% | -22.2% |
| 10Y | +248.8% | +99.9% | +148.9% | +166.3% |
| All | +7,595.3% | +457.1% | +7,138.2% | +4,069.5% |
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