+238.6%
P vs DD
+58.5%
+180.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.9% |
| 7D | -23.8% | +4.6% | -28.4% | -25.5% |
| 30D | -36.6% | +11.8% | -48.4% | -40.3% |
| 3M | +10.9% | +2.2% | +8.7% | +9.7% |
| 6M | +30.0% | -1.6% | +31.6% | +31.4% |
| YTD | +44.4% | +23.0% | +21.4% | +29.1% |
| 1Y | +3.9% | +26.9% | -23.0% | -8.7% |
| 3Y | +176.6% | +77.9% | +98.7% | +96.2% |
| All | +238.6% | +58.5% | +180.2% | +150.4% |
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