+291.3%
IR vs DD
+44.6%
+246.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -2.8% | -3.5% | +0.7% | -0.8% |
| 30D | -15.1% | -10.3% | -4.8% | -9.6% |
| 3M | +6.1% | -7.5% | +13.6% | +10.8% |
| 6M | -16.8% | -8.0% | -8.8% | -13.2% |
| YTD | -3.5% | +10.5% | -14.0% | -9.7% |
| 1Y | -3.5% | +38.3% | -41.8% | -21.2% |
| 3Y | +9.5% | +42.5% | -33.0% | -14.4% |
| 5Y | +45.1% | +60.2% | -15.1% | +4.0% |
| All | +291.3% | +44.6% | +246.7% | +158.7% |
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