+24.7%
LOW vs DD
+89.9%
-65.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.1% | +6.7% | -6.6% | -2.0% |
| 30D | +21.3% | +19.4% | +1.9% | +14.0% |
| 3M | +6.0% | +7.6% | -1.6% | +3.1% |
| 6M | +2.6% | +2.9% | -0.3% | +1.0% |
| YTD | -3.6% | +29.9% | -33.5% | -12.9% |
| 1Y | -1.0% | +28.6% | -29.6% | -10.2% |
| All | +24.7% | +89.9% | -65.3% | -9.3% |
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