+196.3%
P vs DD
+91.0%
+105.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.9% |
| 7D | -4.7% | +3.2% | -8.0% | -6.1% |
| 30D | -31.4% | +20.3% | -51.7% | -37.8% |
| 3M | -2.6% | +8.2% | -10.8% | -6.6% |
| 6M | +21.9% | +3.4% | +18.5% | +19.8% |
| YTD | +58.9% | +30.6% | +28.3% | +38.5% |
| 1Y | +21.7% | +30.6% | -8.9% | +6.0% |
| All | +196.3% | +91.0% | +105.3% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling