+33.5%
EXC vs DD
+88.8%
-55.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +1.4% | +5.0% | -3.6% | +1.2% |
| 30D | +8.6% | +19.7% | -11.1% | +7.8% |
| 3M | +2.4% | +7.2% | -4.8% | +2.1% |
| 6M | +6.5% | +1.0% | +5.4% | +6.4% |
| YTD | +9.0% | +29.1% | -20.1% | +7.0% |
| 1Y | +4.6% | +28.5% | -23.9% | +2.6% |
| 3Y | +33.5% | +89.4% | -56.0% | +21.2% |
| All | +33.5% | +88.8% | -55.3% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling