+67.9%
NI vs DD
+41.5%
+26.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.6% | -2.9% | +2.3% | -0.1% |
| 30D | -1.4% | -11.5% | +10.1% | +0.4% |
| 3M | -10.6% | -5.4% | -5.2% | -10.0% |
| 6M | -9.9% | -6.9% | -3.0% | -9.3% |
| YTD | +1.2% | +6.9% | -5.7% | -0.9% |
| 1Y | +4.4% | +35.6% | -31.2% | -2.3% |
| All | +67.9% | +41.5% | +26.4% | +55.7% |
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