+6,262.5%
IT vs DD
+1,142.2%
+5,120.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -6.8% | +3.2% | -10.1% | -8.0% |
| 30D | -0.6% | +20.3% | -20.8% | -8.0% |
| 3M | +3.1% | +8.2% | -5.1% | -0.9% |
| 6M | +25.5% | +3.4% | +22.1% | +21.8% |
| YTD | -23.5% | +30.6% | -54.1% | -33.1% |
| 1Y | -16.6% | +30.6% | -47.3% | -27.2% |
| 3Y | -53.1% | +91.1% | -144.2% | -65.9% |
| 5Y | -41.4% | +68.6% | -110.0% | -55.7% |
| 10Y | +90.9% | +99.9% | -9.0% | +25.6% |
| All | +6,262.5% | +1,142.2% | +5,120.4% | +1,544.2% |
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