+6,045.6%
IT vs DD
+950.4%
+5,095.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -6.0% | -3.5% | -2.5% | -4.8% |
| 30D | 0.0% | -10.3% | +10.3% | +4.1% |
| 3M | +13.1% | -7.5% | +20.6% | +15.9% |
| 6M | +11.7% | -8.0% | +19.7% | +13.3% |
| YTD | -26.1% | +10.5% | -36.6% | -30.6% |
| 1Y | -21.3% | +38.3% | -59.5% | -32.7% |
| 3Y | -46.7% | +42.5% | -89.2% | -56.3% |
| 5Y | -40.5% | +60.2% | -100.7% | -53.9% |
| 10Y | +103.9% | +68.9% | +35.0% | +44.2% |
| All | +6,045.6% | +950.4% | +5,095.2% | +1,607.4% |
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