+5,678.5%
NI vs DD
+1,141.0%
+4,537.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +4.3% | +5.0% | -0.7% | +3.2% |
| 30D | +12.4% | +19.7% | -7.3% | +7.9% |
| 3M | +10.2% | +7.2% | +3.0% | +8.3% |
| 6M | -0.8% | +1.0% | -1.8% | -1.5% |
| YTD | +13.2% | +29.1% | -15.9% | +6.1% |
| 1Y | +10.1% | +28.5% | -18.4% | +3.2% |
| 3Y | +103.1% | +89.4% | +13.7% | +71.7% |
| 5Y | +115.5% | +67.1% | +48.4% | +84.8% |
| 10Y | +195.5% | +97.5% | +97.9% | +130.8% |
| All | +5,678.5% | +1,141.0% | +4,537.6% | +3,063.4% |
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 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