+169.5%
PR vs DD
+75.7%
+93.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +2.9% | -3.5% | +6.4% | +5.2% |
| 30D | +18.0% | -10.3% | +28.4% | +26.3% |
| 3M | +16.9% | -7.5% | +24.4% | +21.4% |
| 6M | +28.2% | -8.0% | +36.2% | +30.7% |
| YTD | +69.3% | +10.5% | +58.9% | +50.5% |
| 1Y | +69.5% | +38.3% | +31.2% | +25.9% |
| 3Y | +81.7% | +42.5% | +39.2% | +27.7% |
| 5Y | +422.2% | +60.2% | +362.1% | +231.6% |
| 10Y | +110.4% | +68.9% | +41.5% | +48.3% |
| All | +169.5% | +75.7% | +93.8% | +89.6% |
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