+119.7%
NDAQ vs DD
+90.7%
+29.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.1% |
| 7D | -0.1% | +9.8% | -9.9% | -2.2% |
| 30D | +15.9% | +19.3% | -3.5% | +11.5% |
| 3M | +15.1% | +9.4% | +5.7% | +12.7% |
| 6M | +22.9% | +4.8% | +18.1% | +21.3% |
| YTD | +12.8% | +30.2% | -17.4% | +4.4% |
| 1Y | +26.0% | +32.2% | -6.2% | +16.1% |
| 3Y | +119.7% | +93.1% | +26.6% | +71.6% |
| All | +119.7% | +90.7% | +29.0% | +71.6% |
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 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