+112.5%
NET vs DD
+61.3%
+51.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.2% |
| 7D | -7.0% | -3.5% | -3.5% | -4.8% |
| 30D | -4.8% | -10.3% | +5.5% | +2.2% |
| 3M | +3.8% | -7.5% | +11.4% | +8.9% |
| 6M | +50.0% | -8.0% | +58.1% | +54.9% |
| YTD | +41.5% | +10.5% | +31.0% | +26.9% |
| 1Y | +32.8% | +38.3% | -5.4% | -1.1% |
| 3Y | +335.9% | +42.5% | +293.4% | +201.1% |
| All | +112.5% | +61.3% | +51.2% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling