+5,289.3%
O vs DD
+834.7%
+4,454.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.6% | +3.2% | -2.6% | -0.5% |
| 30D | +9.4% | +20.3% | -10.9% | +3.2% |
| 3M | -2.4% | +8.2% | -10.6% | -5.0% |
| 6M | -1.9% | +3.4% | -5.3% | -3.6% |
| YTD | +10.5% | +30.6% | -20.2% | +0.3% |
| 1Y | +10.0% | +30.6% | -20.7% | -0.3% |
| 3Y | +40.5% | +91.1% | -50.7% | +9.7% |
| 5Y | +10.2% | +68.6% | -58.4% | -12.3% |
| 10Y | +82.5% | +99.9% | -17.4% | +27.8% |
| All | +5,289.3% | +834.7% | +4,454.6% | +2,084.7% |
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 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