+47.6%
ON vs DD
+49.3%
-1.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.3% |
| 7D | -5.8% | +8.7% | -14.5% | -13.0% |
| 30D | -17.1% | +15.3% | -32.4% | -27.7% |
| 3M | -11.8% | +5.9% | -17.7% | -17.0% |
| 6M | -30.2% | +11.6% | -41.8% | -36.4% |
| YTD | +31.6% | +26.5% | +5.0% | +7.5% |
| 1Y | +47.6% | +35.4% | +12.2% | +14.5% |
| All | +47.6% | +49.3% | -1.8% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling