+83.0%
PL vs DD
+51.1%
+31.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.5% |
| 7D | -9.3% | -3.5% | -5.8% | -7.0% |
| 30D | -18.9% | -10.3% | -8.6% | -12.7% |
| 3M | -58.4% | -7.5% | -50.8% | -56.0% |
| 6M | -30.3% | -8.0% | -22.3% | -26.2% |
| YTD | -8.1% | +10.5% | -18.6% | -15.6% |
| 1Y | +180.5% | +38.3% | +142.2% | +118.2% |
| 3Y | +444.1% | +42.5% | +401.7% | +314.9% |
| 5Y | +83.0% | +60.2% | +22.9% | +34.1% |
| All | +83.0% | +51.1% | +31.9% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling