+11.3%
IR vs DD
+33.0%
-21.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | +1.5% | +2.2% | -0.7% | +0.2% |
| 30D | +9.0% | +20.7% | -11.6% | -2.4% |
| 3M | -0.9% | +11.3% | -12.2% | -7.0% |
| 6M | +13.4% | +6.0% | +7.4% | +9.3% |
| YTD | +8.5% | +31.7% | -23.2% | -12.1% |
| 1Y | +11.3% | +32.2% | -21.0% | -10.0% |
| All | +11.3% | +33.0% | -21.8% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling