+3.4%
NI vs DD
+34.9%
-31.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | 0.0% | -3.5% | +3.5% | +0.3% |
| 30D | -1.4% | -11.7% | +10.3% | -0.5% |
| 3M | -10.6% | -9.2% | -1.3% | -10.0% |
| 6M | -9.3% | -7.2% | -2.1% | -9.1% |
| YTD | +1.1% | +6.6% | -5.5% | -0.4% |
| 1Y | +3.4% | +32.0% | -28.6% | -0.4% |
| All | +3.4% | +34.9% | -31.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling