+32.0%
Q vs DD
+27.8%
+4.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +3.9% |
| 7D | +6.6% | -3.8% | +10.4% | +9.9% |
| 30D | -6.6% | -9.2% | +2.7% | +1.2% |
| 3M | -13.2% | -9.0% | -4.2% | -6.4% |
| 6M | +9.9% | -5.0% | +14.9% | +14.6% |
| YTD | +53.9% | +7.4% | +46.6% | +50.2% |
| All | +32.0% | +27.8% | +4.2% | +15.6% |
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 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