-32.6%
MOD vs DD
+49.3%
-81.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.8% | -19.7% | -20.0% |
| 7D | -31.3% | +8.7% | -40.0% | -35.8% |
| 30D | -46.1% | +15.3% | -61.4% | -52.2% |
| 3M | -51.1% | +5.9% | -57.1% | -53.3% |
| 6M | -62.1% | +11.6% | -73.6% | -65.0% |
| YTD | -26.2% | +26.5% | -52.7% | -36.5% |
| 1Y | -32.6% | +35.4% | -68.0% | -43.1% |
| All | -32.6% | +49.3% | -81.9% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling