+1,449.6%
NET vs DD
+67.7%
+1,381.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -7.0% | -3.5% | -3.5% | -5.6% |
| 30D | -4.8% | -10.3% | +5.5% | -0.5% |
| 3M | +3.8% | -7.5% | +11.4% | +7.0% |
| 6M | +50.0% | -8.0% | +58.1% | +53.4% |
| YTD | +41.5% | +10.5% | +31.0% | +33.5% |
| 1Y | +32.8% | +38.3% | -5.4% | +12.9% |
| 3Y | +335.9% | +42.5% | +293.4% | +259.1% |
| 5Y | +113.8% | +60.2% | +53.7% | +68.0% |
| All | +1,449.6% | +67.7% | +1,381.9% | +1,267.6% |
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