+65.6%
MAR vs DD
+45.9%
+19.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -6.9% | -7.4% | +0.5% | -4.1% |
| 3M | -15.8% | -6.4% | -9.4% | -13.8% |
| 6M | +1.9% | -2.5% | +4.4% | +2.0% |
| YTD | +6.6% | +10.2% | -3.6% | +1.3% |
| 1Y | +23.7% | +36.9% | -13.3% | +7.6% |
| All | +65.6% | +45.9% | +19.7% | +39.4% |
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 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