-21.1%
LOW vs DD
+41.5%
-62.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.7% | -3.5% | +1.8% | -0.7% |
| 30D | -7.0% | -10.3% | +3.3% | -4.2% |
| 3M | -0.9% | -7.5% | +6.7% | +1.1% |
| 6M | -20.1% | -8.0% | -12.1% | -19.2% |
| YTD | -13.9% | +10.5% | -24.4% | -16.3% |
| 1Y | -21.1% | +38.3% | -59.4% | -27.4% |
| All | -21.1% | +41.5% | -62.6% | -27.4% |
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 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