-51.3%
IT vs DD
+47.1%
-98.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -9.1% | -0.6% | -8.5% | -9.1% |
| 30D | -7.0% | -7.4% | +0.4% | -5.8% |
| 3M | +7.6% | -6.4% | +14.1% | +8.7% |
| 6M | +2.1% | -2.5% | +4.6% | +1.4% |
| YTD | -31.6% | +10.2% | -41.8% | -34.5% |
| 1Y | -29.9% | +36.9% | -66.9% | -37.3% |
| 3Y | -51.3% | +47.0% | -98.3% | -59.0% |
| All | -51.3% | +47.1% | -98.4% | -59.0% |
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 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