+485.4%
P vs DD
+102.4%
+383.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +6.5% | -3.5% | +10.1% | +8.4% |
| 30D | +18.8% | -10.3% | +29.1% | +25.6% |
| 3M | +26.7% | -7.5% | +34.3% | +32.1% |
| 6M | +62.2% | -8.0% | +70.2% | +68.9% |
| YTD | +48.5% | +10.5% | +38.0% | +40.9% |
| 1Y | +26.4% | +38.3% | -11.9% | +6.4% |
| 3Y | +159.4% | +42.5% | +116.9% | +109.9% |
| 5Y | +275.8% | +60.2% | +215.6% | +181.1% |
| 10Y | +732.0% | +68.9% | +663.2% | +442.5% |
| All | +485.4% | +102.4% | +383.0% | +282.9% |
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