+24.2%
IR vs DD
+80.1%
-55.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +3.7% | +4.6% | -0.9% | +1.0% |
| 30D | +7.4% | +11.8% | -4.3% | +0.9% |
| 3M | -5.9% | +2.2% | -8.1% | -7.3% |
| 6M | +5.6% | -1.6% | +7.2% | +5.9% |
| YTD | +4.8% | +23.0% | -18.2% | -7.3% |
| 1Y | +6.9% | +26.9% | -20.0% | -7.1% |
| All | +24.2% | +80.1% | -55.9% | -9.8% |
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