-17.2%
F vs DD
+67.2%
-84.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.1% | +5.0% | -8.1% | -6.0% |
| 30D | 0.0% | +19.7% | -19.7% | -11.0% |
| 3M | -13.2% | +7.2% | -20.4% | -17.4% |
| 6M | -10.2% | +1.0% | -11.2% | -11.7% |
| YTD | -4.9% | +29.1% | -34.0% | -20.8% |
| 1Y | -6.1% | +28.5% | -34.6% | -21.6% |
| 3Y | +46.0% | +89.4% | -43.5% | -11.9% |
| All | -17.2% | +67.2% | -84.5% | -43.3% |
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 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