-0.4%
PL vs DD
+49.3%
-49.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.3% |
| 7D | -11.7% | +8.7% | -20.4% | -15.9% |
| 30D | -27.1% | +15.3% | -42.5% | -32.9% |
| 3M | -44.6% | +5.9% | -50.5% | -46.6% |
| 6M | -67.2% | +11.6% | -78.7% | -68.4% |
| YTD | -35.9% | +26.5% | -62.4% | -43.8% |
| 1Y | -0.4% | +35.4% | -35.8% | -16.1% |
| All | -0.4% | +49.3% | -49.7% | -16.1% |
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