+3.4%
EXC vs DD
+49.3%
-46.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.5% |
| 7D | +3.3% | +8.7% | -5.4% | +3.7% |
| 30D | +13.3% | +15.3% | -2.1% | +14.0% |
| 3M | +1.8% | +5.9% | -4.1% | +2.1% |
| 6M | +1.1% | +11.6% | -10.5% | +1.8% |
| YTD | +9.0% | +26.5% | -17.5% | +8.0% |
| 1Y | +3.4% | +35.4% | -32.0% | +1.6% |
| All | +3.4% | +49.3% | -46.0% | +1.6% |
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