+41.4%
EXC vs DD
+71.8%
-30.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | -0.6% |
| 7D | -1.7% | +9.8% | -11.5% | -2.9% |
| 30D | +9.3% | +19.3% | -10.0% | +6.8% |
| 3M | +1.0% | +9.4% | -8.3% | -0.2% |
| 6M | +5.9% | +4.8% | +1.1% | +5.1% |
| YTD | +7.6% | +30.2% | -22.6% | +2.8% |
| 1Y | +2.4% | +32.2% | -29.8% | -2.5% |
| 3Y | +30.2% | +93.1% | -62.8% | +13.1% |
| 5Y | +41.4% | +68.0% | -26.6% | +19.1% |
| All | +41.4% | +71.8% | -30.4% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling