+2,666.5%
NDAQ vs DD
+423.7%
+2,242.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +2.9% | +2.2% | +0.6% | +1.8% |
| 30D | +17.5% | +20.7% | -3.2% | +8.2% |
| 3M | +15.4% | +11.3% | +4.1% | +9.7% |
| 6M | +24.6% | +6.0% | +18.6% | +20.3% |
| YTD | +14.4% | +31.7% | -17.3% | -0.7% |
| 1Y | +26.9% | +32.2% | -5.3% | +9.9% |
| 3Y | +119.8% | +92.7% | +27.1% | +56.0% |
| 5Y | +70.5% | +72.1% | -1.6% | +24.3% |
| 10Y | +475.8% | +99.7% | +376.1% | +250.3% |
| All | +2,666.5% | +423.7% | +2,242.9% | +920.1% |
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 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