+7.8%
LOW vs DD
+59.3%
-51.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.1% |
| 7D | -0.6% | -3.8% | +3.1% | +0.8% |
| 30D | -9.3% | -9.2% | 0.0% | -5.9% |
| 3M | -8.1% | -9.0% | +0.9% | -4.9% |
| 6M | -19.8% | -5.0% | -14.8% | -18.8% |
| YTD | -16.4% | +7.4% | -23.8% | -19.6% |
| 1Y | -24.7% | +35.1% | -59.8% | -34.4% |
| 3Y | -8.8% | +43.2% | -52.0% | -24.3% |
| 5Y | +7.8% | +59.6% | -51.9% | -15.6% |
| All | +7.8% | +59.3% | -51.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling