-8.8%
IT vs DD
+49.3%
-58.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.1% |
| 7D | -5.5% | +8.7% | -14.2% | -3.9% |
| 30D | +10.3% | +15.3% | -5.0% | +12.5% |
| 3M | +11.5% | +5.9% | +5.6% | +13.1% |
| 6M | +40.3% | +11.6% | +28.7% | +41.6% |
| YTD | -17.9% | +26.5% | -44.4% | -21.1% |
| 1Y | -8.8% | +35.4% | -44.2% | -17.0% |
| All | -8.8% | +49.3% | -58.1% | -17.0% |
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