+31.1%
P vs DD
+28.6%
+2.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.8% |
| 7D | +17.8% | +6.7% | +11.1% | +12.6% |
| 30D | -29.9% | +19.4% | -49.3% | -37.3% |
| 3M | -1.2% | +7.6% | -8.8% | -5.5% |
| 6M | +32.1% | +2.9% | +29.2% | +29.5% |
| YTD | +64.3% | +29.9% | +34.4% | +41.3% |
| All | +31.1% | +28.6% | +2.5% | +13.0% |
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