+52.1%
JD vs DD
+134.6%
-82.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +0.4% | +3.2% | -2.8% | -1.2% |
| 30D | +4.2% | +20.3% | -16.1% | -4.3% |
| 3M | -12.8% | +8.2% | -20.9% | -16.2% |
| 6M | -8.8% | +3.4% | -12.2% | -11.1% |
| YTD | +0.5% | +30.6% | -30.1% | -12.9% |
| 1Y | -8.8% | +30.6% | -39.4% | -21.0% |
| 3Y | +18.6% | +91.1% | -72.5% | -15.4% |
| 5Y | -62.2% | +68.6% | -130.8% | -71.8% |
| 10Y | +32.2% | +99.9% | -67.7% | -11.8% |
| All | +52.1% | +134.6% | -82.5% | -11.7% |
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