+98.0%
NI vs DD
+57.4%
+40.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | -1.4% | -11.5% | +10.1% | +0.9% |
| 3M | -10.6% | -5.4% | -5.2% | -9.8% |
| 6M | -9.9% | -6.9% | -3.0% | -9.1% |
| YTD | +1.2% | +6.9% | -5.7% | -1.3% |
| 1Y | +4.4% | +35.6% | -31.2% | -3.6% |
| 3Y | +68.6% | +42.5% | +26.1% | +51.0% |
| 5Y | +98.0% | +58.5% | +39.5% | +66.5% |
| All | +98.0% | +57.4% | +40.6% | +66.5% |
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