+50.1%
F vs DD
+91.0%
-40.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.1% | +3.2% | -5.4% | -3.6% |
| 30D | +3.3% | +20.3% | -17.0% | -5.6% |
| 3M | -11.3% | +8.2% | -19.5% | -14.8% |
| 6M | +5.3% | +3.4% | +1.9% | +3.1% |
| YTD | -2.2% | +30.6% | -32.9% | -14.9% |
| 1Y | -3.5% | +30.6% | -34.2% | -16.1% |
| All | +50.1% | +91.0% | -40.9% | -6.3% |
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