+2,628.3%
NDAQ vs DD
+417.8%
+2,210.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | -1.2% |
| 7D | -0.1% | +9.8% | -9.9% | -4.3% |
| 30D | +15.9% | +19.3% | -3.5% | +7.2% |
| 3M | +15.1% | +9.4% | +5.7% | +10.2% |
| 6M | +22.9% | +4.8% | +18.1% | +19.2% |
| YTD | +12.8% | +30.2% | -17.4% | -1.6% |
| 1Y | +26.0% | +32.2% | -6.2% | +9.1% |
| 3Y | +119.7% | +93.1% | +26.6% | +55.7% |
| 5Y | +65.4% | +68.0% | -2.6% | +21.9% |
| 10Y | +469.3% | +98.5% | +370.8% | +247.1% |
| All | +2,628.3% | +417.8% | +2,210.4% | +910.6% |
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