+102.0%
NI vs DD
+89.9%
+12.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +3.1% | +6.7% | -3.7% | +2.1% |
| 30D | +11.2% | +19.4% | -8.3% | +8.3% |
| 3M | +9.8% | +7.6% | +2.2% | +8.6% |
| 6M | -1.6% | +2.9% | -4.5% | -2.2% |
| YTD | +12.6% | +29.9% | -17.2% | +7.3% |
| 1Y | +7.8% | +28.6% | -20.9% | +2.8% |
| All | +102.0% | +89.9% | +12.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling