+449.1%
PL vs DD
+43.0%
+406.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.5% |
| 7D | -9.3% | -3.5% | -5.8% | -6.8% |
| 30D | -18.9% | -10.3% | -8.6% | -12.1% |
| 3M | -58.4% | -7.5% | -50.8% | -55.8% |
| 6M | -30.3% | -8.0% | -22.3% | -25.7% |
| YTD | -8.1% | +10.5% | -18.6% | -16.9% |
| 1Y | +180.5% | +38.3% | +142.2% | +108.5% |
| All | +449.1% | +43.0% | +406.1% | +294.7% |
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