+2,340.5%
EXC vs DD
+961.9%
+1,378.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | -3.5% | +3.8% | +1.1% |
| 30D | -3.7% | -10.3% | +6.6% | -1.4% |
| 3M | -1.3% | -7.5% | +6.3% | +0.2% |
| 6M | -9.7% | -8.0% | -1.7% | -8.6% |
| YTD | +2.9% | +10.5% | -7.6% | -0.5% |
| 1Y | +4.4% | +38.3% | -33.9% | -4.4% |
| 3Y | +22.2% | +42.5% | -20.3% | +8.7% |
| 5Y | +46.7% | +60.2% | -13.5% | +25.0% |
| 10Y | +155.3% | +68.9% | +86.5% | +103.1% |
| All | +2,340.5% | +961.9% | +1,378.6% | +1,026.2% |
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 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