+5,059.0%
NI vs DD
+961.9%
+4,097.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +2.0% | -3.5% | +5.5% | +2.8% |
| 30D | -3.5% | -10.3% | +6.8% | -1.3% |
| 3M | -9.1% | -7.5% | -1.6% | -7.8% |
| 6M | -11.8% | -8.0% | -3.8% | -10.7% |
| YTD | +1.1% | +10.5% | -9.4% | -1.9% |
| 1Y | +6.7% | +38.3% | -31.6% | -1.7% |
| 3Y | +71.1% | +42.5% | +28.6% | +54.0% |
| 5Y | +94.3% | +60.2% | +34.1% | +68.1% |
| 10Y | +135.8% | +68.9% | +66.9% | +90.8% |
| All | +5,059.0% | +961.9% | +4,097.1% | +2,826.0% |
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