+69.5%
PR vs DD
+41.5%
+28.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +2.9% | -3.5% | +6.4% | +2.5% |
| 30D | +18.0% | -10.3% | +28.4% | +16.5% |
| 3M | +16.9% | -7.5% | +24.4% | +16.0% |
| 6M | +28.2% | -8.0% | +36.2% | +28.0% |
| YTD | +69.3% | +10.5% | +58.9% | +70.9% |
| 1Y | +69.5% | +38.3% | +31.2% | +71.7% |
| All | +69.5% | +41.5% | +28.0% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling