+46.0%
F vs DD
+43.0%
+3.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +5.3% | -3.5% | +8.8% | +7.1% |
| 30D | +4.6% | -10.3% | +14.9% | +10.0% |
| 3M | -3.7% | -7.5% | +3.9% | -0.3% |
| 6M | +16.8% | -8.0% | +24.8% | +20.8% |
| YTD | +15.3% | +10.5% | +4.8% | +9.2% |
| 1Y | +31.0% | +38.3% | -7.3% | +11.2% |
| All | +46.0% | +43.0% | +3.1% | +14.2% |
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