+35,474.8%
LOW vs DD
+961.9%
+34,512.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.7% | -3.5% | +1.8% | -0.4% |
| 30D | -7.0% | -10.3% | +3.3% | -3.1% |
| 3M | -0.9% | -7.5% | +6.7% | +1.9% |
| 6M | -20.1% | -8.0% | -12.1% | -18.0% |
| YTD | -13.9% | +10.5% | -24.4% | -17.9% |
| 1Y | -21.1% | +38.3% | -59.4% | -31.5% |
| 3Y | -6.6% | +42.5% | -49.1% | -21.6% |
| 5Y | +9.4% | +60.2% | -50.8% | -13.7% |
| 10Y | +220.5% | +68.9% | +151.6% | +134.0% |
| All | +35,474.8% | +961.9% | +34,512.9% | +9,847.6% |
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 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