+2,327.9%
NDAQ vs DD
+339.2%
+1,988.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -2.4% | -3.5% | +1.1% | -1.0% |
| 30D | +2.5% | -10.3% | +12.8% | +7.1% |
| 3M | +9.9% | -7.5% | +17.5% | +13.2% |
| 6M | +9.4% | -8.0% | +17.4% | +11.8% |
| YTD | +0.4% | +10.5% | -10.1% | -5.7% |
| 1Y | +4.0% | +38.3% | -34.2% | -11.9% |
| 3Y | +94.4% | +42.5% | +51.9% | +57.4% |
| 5Y | +56.7% | +60.2% | -3.4% | +17.4% |
| 10Y | +375.3% | +68.9% | +306.4% | +211.2% |
| All | +2,327.9% | +339.2% | +1,988.7% | +868.0% |
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