+39.5%
PL vs DD
+70.0%
-30.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.5% |
| 7D | +5.6% | +2.2% | +3.4% | +4.5% |
| 30D | -16.9% | +20.7% | -37.6% | -27.4% |
| 3M | -38.2% | +11.3% | -49.5% | -42.6% |
| 6M | -63.4% | +6.0% | -69.4% | -64.8% |
| YTD | -27.6% | +31.7% | -59.3% | -42.0% |
| 1Y | +6.6% | +32.2% | -25.7% | -14.8% |
| 3Y | +557.6% | +92.7% | +464.9% | +290.8% |
| 5Y | +39.5% | +72.1% | -32.6% | -8.4% |
| All | +39.5% | +70.0% | -30.5% | -8.4% |
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