+763.1%
PM vs DD
+243.2%
+520.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -4.9% | -3.5% | -1.4% | -4.1% |
| 30D | -3.4% | -10.3% | +6.9% | -0.9% |
| 3M | +5.2% | -7.5% | +12.7% | +6.8% |
| 6M | +3.7% | -8.0% | +11.7% | +5.1% |
| YTD | +15.8% | +10.5% | +5.3% | +11.9% |
| 1Y | +17.4% | +38.3% | -20.9% | +7.0% |
| 3Y | +116.9% | +42.5% | +74.4% | +91.7% |
| 5Y | +117.3% | +60.2% | +57.1% | +83.3% |
| 10Y | +193.8% | +68.9% | +124.9% | +129.2% |
| All | +763.1% | +243.2% | +520.0% | +543.6% |
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