+154.1%
MAR vs DD
+59.3%
+94.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +2.0% |
| 7D | -0.5% | -3.8% | +3.3% | +1.3% |
| 30D | -4.7% | -9.2% | +4.6% | -0.3% |
| 3M | -15.6% | -9.0% | -6.6% | -12.1% |
| 6M | +1.2% | -5.0% | +6.2% | +2.5% |
| YTD | +7.5% | +7.4% | +0.1% | +2.2% |
| 1Y | +26.6% | +35.1% | -8.5% | +7.1% |
| 3Y | +66.0% | +43.2% | +22.7% | +31.6% |
| 5Y | +154.1% | +59.6% | +94.5% | +94.4% |
| All | +154.1% | +59.3% | +94.8% | +94.4% |
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 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