+46.4%
RF vs DD
+67.2%
-20.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +1.9% | +5.0% | -3.0% | -0.7% |
| 30D | +7.3% | +19.7% | -12.4% | -2.9% |
| 3M | -7.9% | +7.2% | -15.1% | -11.8% |
| 6M | +10.5% | +1.0% | +9.5% | +8.7% |
| YTD | +9.6% | +29.1% | -19.5% | -7.6% |
| 1Y | +20.3% | +28.5% | -8.2% | +1.6% |
| 3Y | +119.5% | +89.4% | +30.1% | +38.6% |
| All | +46.4% | +67.2% | -20.8% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling