+508.4%
F vs DD
+1,082.4%
-574.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +1.6% | +4.6% | -3.1% | -1.1% |
| 30D | +2.6% | +11.8% | -9.1% | -3.3% |
| 3M | -8.8% | +2.2% | -11.0% | -10.3% |
| 6M | +4.6% | -1.6% | +6.3% | +4.6% |
| YTD | -1.9% | +23.0% | -24.9% | -12.8% |
| 1Y | -0.8% | +26.9% | -27.7% | -13.1% |
| 3Y | +43.5% | +77.9% | -34.4% | +3.5% |
| 5Y | -12.1% | +59.9% | -71.9% | -32.9% |
| 10Y | +83.6% | +90.1% | -6.4% | +21.2% |
| All | +508.4% | +1,082.4% | -574.0% | +65.2% |
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