+82.3%
PL vs DD
+61.3%
+21.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.5% |
| 7D | -9.3% | -3.5% | -5.8% | -6.9% |
| 30D | -18.9% | -10.3% | -8.6% | -12.4% |
| 3M | -58.4% | -7.5% | -50.8% | -55.9% |
| 6M | -30.3% | -8.0% | -22.3% | -26.1% |
| YTD | -8.1% | +10.5% | -18.6% | -16.0% |
| 1Y | +180.5% | +38.3% | +142.2% | +115.3% |
| 3Y | +444.1% | +42.5% | +401.7% | +308.9% |
| All | +82.3% | +61.3% | +21.0% | +33.6% |
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