+21.0%
PL vs DD
+27.9%
-6.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.2% |
| 7D | +10.0% | +5.0% | +5.1% | +6.8% |
| 30D | -2.3% | +19.7% | -22.0% | -11.5% |
| 3M | -44.2% | +7.2% | -51.4% | -46.4% |
| 6M | -66.1% | +1.0% | -67.1% | -67.0% |
| YTD | -30.0% | +29.1% | -59.1% | -37.5% |
| 1Y | +21.0% | +28.5% | -7.4% | +8.7% |
| All | +21.0% | +27.9% | -6.8% | +8.7% |
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 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