-15.8%
F vs DD
+58.5%
-74.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | +1.6% | +4.6% | -3.1% | -1.7% |
| 30D | +2.6% | +11.8% | -9.1% | -4.7% |
| 3M | -8.8% | +2.2% | -11.0% | -10.6% |
| 6M | +4.6% | -1.6% | +6.3% | +4.6% |
| YTD | -1.9% | +23.0% | -24.9% | -15.8% |
| 1Y | -0.8% | +26.9% | -27.7% | -16.6% |
| 3Y | +43.5% | +77.9% | -34.4% | -9.5% |
| All | -15.8% | +58.5% | -74.3% | -40.4% |
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