+40.2%
IR vs DD
+62.2%
-22.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.7% |
| 7D | +3.7% | +4.6% | -0.9% | +0.7% |
| 30D | +7.4% | +11.8% | -4.3% | +0.2% |
| 3M | -5.9% | +2.2% | -8.1% | -7.5% |
| 6M | +5.6% | -1.6% | +7.2% | +5.8% |
| YTD | +4.8% | +23.0% | -18.2% | -8.6% |
| 1Y | +6.9% | +26.9% | -20.0% | -8.6% |
| 3Y | +27.6% | +77.9% | -50.3% | -14.1% |
| All | +40.2% | +62.2% | -22.0% | -3.5% |
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