+58.5%
ON vs DD
+61.7%
-3.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.2% |
| 7D | -2.2% | -0.6% | -1.6% | -1.7% |
| 30D | -12.4% | -7.4% | -5.0% | -6.0% |
| 3M | -41.2% | -6.4% | -34.8% | -37.5% |
| 6M | +25.0% | -2.5% | +27.5% | +28.4% |
| YTD | +31.3% | +10.2% | +21.0% | +20.3% |
| 1Y | +45.4% | +36.9% | +8.5% | +7.9% |
| 3Y | -27.4% | +47.0% | -74.4% | -50.5% |
| 5Y | +58.5% | +63.1% | -4.7% | -0.4% |
| All | +58.5% | +61.7% | -3.2% | -0.4% |
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 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