+38.1%
Q vs DD
+27.9%
+10.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.0% |
| 7D | +1.2% | +5.0% | -3.8% | -2.9% |
| 30D | -2.7% | +19.7% | -22.4% | -16.7% |
| 3M | -16.9% | +7.2% | -24.1% | -21.5% |
| 6M | -26.9% | +1.0% | -27.9% | -27.0% |
| YTD | +45.2% | +29.1% | +16.1% | +17.3% |
| 1Y | +38.1% | +28.5% | +9.7% | +11.9% |
| All | +38.1% | +27.9% | +10.3% | +11.9% |
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