+209.9%
ON vs DD
+327.1%
-117.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +2.4% | -3.5% | +5.9% | +4.7% |
| 30D | -3.3% | -10.3% | +7.0% | +3.6% |
| 3M | -43.6% | -7.5% | -36.0% | -40.5% |
| 6M | +19.0% | -8.0% | +27.0% | +26.3% |
| YTD | +37.4% | +10.5% | +26.9% | +29.9% |
| 1Y | +54.8% | +38.3% | +16.5% | +26.4% |
| 3Y | -25.2% | +42.5% | -67.7% | -40.0% |
| 5Y | +62.7% | +60.2% | +2.6% | +24.1% |
| 10Y | +574.3% | +68.9% | +505.5% | +382.6% |
| All | +209.9% | +327.1% | -117.1% | +16.6% |
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